+37.3%
AA vs BB
+258.8%
-221.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | -5.6% | +4.9% | +0.3% |
| 30D | +5.0% | -11.8% | +16.8% | +7.3% |
| 3M | -35.8% | -25.5% | -10.3% | -32.9% |
| 6M | -18.4% | +121.3% | -139.7% | -30.8% |
| YTD | -5.5% | +103.2% | -108.6% | -18.6% |
| 1Y | +61.0% | +102.6% | -41.7% | +38.1% |
| 3Y | +66.2% | +37.5% | +28.7% | +46.8% |
| 5Y | +11.4% | -30.4% | +41.8% | +7.7% |
| 10Y | +116.9% | 0.0% | +116.9% | +72.5% |
| All | +37.3% | +258.8% | -221.5% | -3.8% |
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