-5.9%
AA vs A
+457.0%
-462.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -0.7% | -1.9% | +1.2% | +0.1% |
| 30D | +5.0% | +6.9% | -1.9% | +2.2% |
| 3M | -35.8% | +9.2% | -45.1% | -38.3% |
| 6M | -18.4% | +25.7% | -44.1% | -26.6% |
| YTD | -5.5% | +11.5% | -17.0% | -10.7% |
| 1Y | +61.0% | +18.4% | +42.6% | +47.9% |
| 3Y | +66.2% | +26.6% | +39.6% | +48.0% |
| 5Y | +11.4% | -12.8% | +24.2% | +14.7% |
| 10Y | +116.9% | +247.2% | -130.3% | +33.8% |
| All | -5.9% | +457.0% | -462.9% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling