+57.2%
AA vs BB
+132.4%
-75.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +1.8% |
| 7D | +0.9% | +3.8% | -2.9% | -0.1% |
| 30D | -6.7% | -0.3% | -6.3% | -7.2% |
| 3M | -16.3% | -0.5% | -15.9% | -17.4% |
| 6M | -37.1% | +45.9% | -83.0% | -45.1% |
| YTD | -25.0% | +130.6% | -155.6% | -42.8% |
| 1Y | +8.6% | +89.2% | -80.6% | -12.9% |
| 3Y | +57.2% | +137.5% | -80.3% | +5.5% |
| All | +57.2% | +132.4% | -75.2% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling