+8.9%
AA vs BB
+307.3%
-298.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +2.1% |
| 7D | +0.9% | +3.8% | -2.9% | +0.2% |
| 30D | -6.7% | -0.3% | -6.3% | -7.0% |
| 3M | -16.3% | -0.5% | -15.9% | -17.0% |
| 6M | -37.1% | +45.9% | -83.0% | -42.5% |
| YTD | -25.0% | +130.6% | -155.6% | -37.4% |
| 1Y | +8.6% | +89.2% | -80.6% | -6.3% |
| 3Y | +57.2% | +137.5% | -80.3% | +25.5% |
| 5Y | -13.0% | -20.9% | +7.9% | -18.1% |
| 10Y | +65.5% | +25.4% | +40.2% | +25.7% |
| All | +8.9% | +307.3% | -298.4% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling