+3.2%
AA vs BR
+8.0%
-4.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -3.4% | -3.0% | -0.4% | -2.1% |
| 30D | -5.8% | -0.3% | -5.5% | -5.9% |
| 3M | -29.9% | +17.3% | -47.2% | -35.7% |
| 6M | -27.0% | -6.7% | -20.3% | -24.9% |
| YTD | -8.7% | -23.4% | +14.7% | +4.6% |
| 1Y | +50.6% | -32.7% | +83.3% | +88.1% |
| 3Y | +74.1% | -5.9% | +80.0% | +70.1% |
| All | +3.2% | +8.0% | -4.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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