+73.4%
AA vs AS
+120.4%
-47.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -3.1% |
| 7D | -0.7% | -4.9% | +4.2% | +0.6% |
| 30D | +5.0% | -19.6% | +24.6% | +11.3% |
| 3M | -35.8% | -14.4% | -21.4% | -33.4% |
| 6M | -18.4% | -20.1% | +1.7% | -14.2% |
| YTD | -5.5% | -20.9% | +15.5% | -0.8% |
| 1Y | +61.0% | -21.9% | +82.8% | +68.6% |
| All | +73.4% | +120.4% | -47.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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