+81.7%
AA vs BB
+59.1%
+22.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | -5.6% | +4.9% | +0.8% |
| 30D | +5.0% | -11.8% | +16.8% | +8.4% |
| 3M | -35.8% | -25.5% | -10.3% | -31.8% |
| 6M | -18.4% | +121.3% | -139.7% | -36.6% |
| YTD | -5.5% | +103.2% | -108.6% | -24.8% |
| 1Y | +61.0% | +102.6% | -41.7% | +27.0% |
| All | +81.7% | +59.1% | +22.6% | +33.5% |
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