-6.8%
AA vs A
+16.0%
-22.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +4.0% |
| 7D | +4.8% | +4.8% | +0.1% | +2.1% |
| 30D | -0.6% | +5.6% | -6.3% | -3.8% |
| 3M | -16.3% | +23.6% | -39.9% | -26.5% |
| 6M | -33.4% | +56.4% | -89.8% | -50.1% |
| YTD | -20.7% | +33.4% | -54.1% | -34.5% |
| 1Y | +12.9% | +23.7% | -10.8% | -2.1% |
| 3Y | +75.7% | +71.0% | +4.7% | +17.2% |
| 5Y | -6.8% | +16.8% | -23.6% | -26.1% |
| All | -6.8% | +16.0% | -22.8% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling