-39.6%
AA vs BG
+954.5%
-994.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.7% |
| 7D | +0.5% | +2.6% | -2.1% | -0.8% |
| 30D | -0.6% | -6.7% | +6.1% | +2.9% |
| 3M | -19.7% | -9.3% | -10.4% | -15.9% |
| 6M | -41.6% | -18.3% | -23.2% | -35.7% |
| YTD | -24.6% | +16.2% | -40.8% | -31.9% |
| 1Y | +4.9% | +7.6% | -2.7% | -1.3% |
| 3Y | +66.8% | +6.6% | +60.3% | +54.5% |
| 5Y | -19.4% | +22.2% | -41.6% | -30.8% |
| 10Y | +43.1% | +112.0% | -68.9% | -11.6% |
| All | -39.6% | +954.5% | -994.1% | -75.0% |
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