+279.9%
AA vs ALL
+3,667.9%
-3,388.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +5.0% | -1.5% | +6.5% | +5.2% |
| 3M | -35.8% | +23.6% | -59.5% | -43.8% |
| 6M | -18.4% | +22.3% | -40.7% | -28.5% |
| YTD | -5.5% | +26.5% | -32.0% | -19.5% |
| 1Y | +61.0% | +27.0% | +34.0% | +35.9% |
| 3Y | +66.2% | +149.6% | -83.4% | -6.5% |
| 5Y | +11.4% | +118.1% | -106.7% | -33.1% |
| 10Y | +116.9% | +369.0% | -252.1% | -9.9% |
| All | +279.9% | +3,667.9% | -3,388.0% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling