-14.8%
AA vs ALL
+143.1%
-157.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +4.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | -6.7% | +13.8% | -20.5% | -10.2% |
| 3M | -16.3% | -7.0% | -9.4% | -15.0% |
| 6M | -37.1% | +18.0% | -55.1% | -41.5% |
| YTD | -25.0% | +24.2% | -49.2% | -32.4% |
| 1Y | +8.6% | +31.2% | -22.6% | -4.5% |
| 3Y | +57.2% | +107.5% | -50.3% | +1.3% |
| All | -14.8% | +143.1% | -157.9% | -52.1% |
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