+62.8%
AA vs A
+16.1%
+46.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +4.4% |
| 7D | +1.7% | -2.1% | +3.7% | +2.3% |
| 30D | +3.3% | +0.6% | +2.7% | +3.3% |
| 3M | -29.4% | +10.9% | -40.3% | -31.3% |
| 6M | -12.8% | +28.2% | -41.0% | -19.9% |
| YTD | -2.1% | +8.6% | -10.7% | -1.2% |
| 1Y | +62.8% | +15.5% | +47.2% | +62.9% |
| All | +62.8% | +16.1% | +46.6% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling