+476.0%
A vs M
+118.3%
+357.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | 0.0% |
| 7D | -1.9% | +4.7% | -6.7% | -3.0% |
| 30D | +6.9% | -9.6% | +16.6% | +9.5% |
| 3M | +9.2% | +0.9% | +8.4% | +8.4% |
| 6M | +25.7% | +22.3% | +3.4% | +18.9% |
| YTD | +11.5% | +6.5% | +5.0% | +8.6% |
| 1Y | +18.4% | +38.8% | -20.4% | +7.5% |
| 3Y | +26.6% | +115.9% | -89.3% | -2.0% |
| 5Y | -12.8% | +28.6% | -41.4% | -29.3% |
| 10Y | +247.2% | -2.5% | +249.7% | +143.8% |
| All | +476.0% | +118.3% | +357.7% | +141.3% |
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