+3.9%
AA vs ALL
+32.6%
-28.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -3.0% |
| 7D | +1.2% | -0.1% | +1.4% | +1.4% |
| 30D | -5.0% | +13.8% | -18.8% | +1.7% |
| 3M | -22.2% | -2.8% | -19.4% | -23.6% |
| 6M | -36.3% | +23.7% | -60.0% | -27.8% |
| YTD | -24.2% | +27.3% | -51.5% | -13.1% |
| 1Y | +3.9% | +30.5% | -26.7% | +16.7% |
| All | +3.9% | +32.6% | -28.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling