+12.4%
AA vs ALL
+118.4%
-106.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +5.0% | -1.5% | +6.5% | +5.1% |
| 3M | -35.8% | +23.6% | -59.5% | -41.1% |
| 6M | -18.4% | +22.3% | -40.7% | -25.1% |
| YTD | -5.5% | +26.5% | -32.0% | -15.1% |
| 1Y | +61.0% | +27.0% | +34.0% | +43.6% |
| 3Y | +66.2% | +149.6% | -83.4% | -4.5% |
| All | +12.4% | +118.4% | -106.0% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling