-17.4%
AA vs BR
+18.8%
-36.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.5% | +1.1% | -0.6% | 0.0% |
| 30D | -0.6% | +14.4% | -15.0% | -6.8% |
| 3M | -19.7% | +12.4% | -32.1% | -24.3% |
| 6M | -41.6% | +35.4% | -77.0% | -50.4% |
| YTD | -24.6% | -12.2% | -12.5% | -18.9% |
| 1Y | +4.9% | -12.7% | +17.6% | +13.4% |
| 3Y | +66.8% | +14.3% | +52.6% | +45.4% |
| All | -17.4% | +18.8% | -36.1% | -34.0% |
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