+7.5%
AA vs BB
+98.3%
-90.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | +1.2% | +11.6% | -10.4% | -0.9% |
| 30D | -5.0% | +2.6% | -7.6% | -5.8% |
| 3M | -22.2% | +3.5% | -25.7% | -23.5% |
| 6M | -36.3% | +43.5% | -79.8% | -41.4% |
| YTD | -24.2% | +141.2% | -165.3% | -35.8% |
| All | +7.5% | +98.3% | -90.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling