-21.0%
AA vs A
+566.3%
-587.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +4.5% |
| 7D | +4.8% | +4.8% | +0.1% | +2.9% |
| 30D | -0.6% | +5.6% | -6.3% | -2.9% |
| 3M | -16.3% | +23.6% | -39.9% | -23.5% |
| 6M | -33.4% | +56.4% | -89.8% | -45.3% |
| YTD | -20.7% | +33.4% | -54.1% | -30.6% |
| 1Y | +12.9% | +23.7% | -10.8% | +1.8% |
| 3Y | +75.7% | +71.0% | +4.7% | +38.0% |
| 5Y | -6.8% | +16.8% | -23.6% | -14.8% |
| 10Y | +53.6% | +323.8% | -270.1% | -13.0% |
| All | -21.0% | +566.3% | -587.3% | -66.7% |
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