+568.3%
A vs M
+120.5%
+447.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.8% |
| 7D | -0.1% | -4.3% | +4.2% | +0.9% |
| 30D | +3.4% | +1.3% | +2.1% | +2.8% |
| 3M | +23.8% | -7.4% | +31.2% | +25.6% |
| 6M | +49.0% | +18.3% | +30.7% | +41.8% |
| YTD | +29.4% | +7.6% | +21.8% | +25.2% |
| 1Y | +19.4% | +17.4% | +2.0% | +12.8% |
| 3Y | +66.2% | +108.4% | -42.2% | +29.5% |
| 5Y | +15.8% | -10.6% | +26.4% | +3.8% |
| 10Y | +326.1% | -3.2% | +329.3% | +199.5% |
| All | +568.3% | +120.5% | +447.8% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling