-17.4%
AA vs BG
+21.9%
-39.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.8% |
| 7D | +0.5% | +2.6% | -2.1% | -0.9% |
| 30D | -0.6% | -6.7% | +6.1% | +3.3% |
| 3M | -19.7% | -9.3% | -10.4% | -15.6% |
| 6M | -41.6% | -18.3% | -23.2% | -34.9% |
| YTD | -24.6% | +16.2% | -40.8% | -33.6% |
| 1Y | +4.9% | +7.6% | -2.7% | -3.0% |
| 3Y | +66.8% | +6.6% | +60.3% | +50.6% |
| All | -17.4% | +21.9% | -39.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling