+75.7%
AA vs A
+67.3%
+8.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +4.2% |
| 7D | +4.8% | +4.8% | +0.1% | +2.5% |
| 30D | -0.6% | +5.6% | -6.3% | -3.4% |
| 3M | -16.3% | +23.6% | -39.9% | -25.3% |
| 6M | -33.4% | +56.4% | -89.8% | -48.4% |
| YTD | -20.7% | +33.4% | -54.1% | -32.4% |
| 1Y | +12.9% | +23.7% | -10.8% | +0.9% |
| 3Y | +75.7% | +71.0% | +4.7% | +24.2% |
| All | +75.7% | +67.3% | +8.4% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling