+19.1%
AA vs A
-14.2%
+33.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +5.1% |
| 7D | +1.7% | -2.1% | +3.7% | +2.8% |
| 30D | +3.3% | +0.6% | +2.7% | +2.9% |
| 3M | -29.4% | +10.9% | -40.3% | -33.9% |
| 6M | -12.8% | +28.2% | -41.0% | -26.6% |
| YTD | -2.1% | +8.6% | -10.7% | -8.3% |
| 1Y | +62.8% | +15.5% | +47.2% | +45.5% |
| 3Y | +90.5% | +31.8% | +58.7% | +50.3% |
| 5Y | +19.1% | -14.9% | +33.9% | +4.2% |
| All | +19.1% | -14.2% | +33.3% | +4.2% |
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 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