+69.8%
AA vs ALL
+117.0%
-47.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.2% |
| 7D | +5.3% | 0.0% | +5.3% | +5.4% |
| 30D | -2.3% | +12.8% | -15.1% | -0.9% |
| 3M | -20.8% | +4.7% | -25.5% | -20.3% |
| 6M | -39.8% | +24.9% | -64.8% | -38.9% |
| YTD | -23.3% | +30.0% | -53.3% | -22.5% |
| 1Y | +1.8% | +29.9% | -28.1% | +2.9% |
| All | +69.8% | +117.0% | -47.1% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling