+45.0%
AA vs A
+312.5%
-267.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.6% |
| 7D | +1.2% | +1.4% | -0.1% | +0.5% |
| 30D | -5.0% | +4.3% | -9.3% | -7.6% |
| 3M | -22.2% | +19.8% | -42.0% | -31.3% |
| 6M | -36.3% | +54.4% | -90.7% | -53.3% |
| YTD | -24.2% | +31.7% | -55.9% | -38.4% |
| 1Y | +3.9% | +22.4% | -18.6% | -11.4% |
| 3Y | +67.6% | +67.7% | -0.1% | +10.5% |
| 5Y | -8.8% | +15.7% | -24.6% | -23.2% |
| 10Y | +45.0% | +308.7% | -263.7% | -45.8% |
| All | +45.0% | +312.5% | -267.5% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling