-21.6%
AA vs BG
+1,185.2%
-1,206.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.8% | +1.2% |
| 7D | +1.7% | +2.4% | -0.7% | +0.3% |
| 30D | +3.3% | +15.0% | -11.7% | -4.6% |
| 3M | -29.4% | -0.7% | -28.8% | -29.7% |
| 6M | -12.8% | +7.5% | -20.3% | -17.2% |
| YTD | -2.1% | +41.6% | -43.7% | -20.2% |
| 1Y | +62.8% | +50.7% | +12.1% | +27.0% |
| 3Y | +90.5% | +20.3% | +70.2% | +65.9% |
| 5Y | +19.1% | +85.2% | -66.2% | -18.1% |
| 10Y | +124.8% | +160.6% | -35.8% | +24.3% |
| All | -21.6% | +1,185.2% | -1,206.8% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling