-24.6%
AA vs BR
+1,321.0%
-1,345.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | +0.2% |
| 7D | -0.7% | -5.3% | +4.6% | +2.9% |
| 30D | +5.0% | +6.4% | -1.5% | +0.3% |
| 3M | -35.8% | +13.6% | -49.5% | -42.1% |
| 6M | -18.4% | -6.7% | -11.7% | -17.0% |
| YTD | -5.5% | -21.1% | +15.6% | +6.3% |
| 1Y | +61.0% | -29.6% | +90.5% | +95.9% |
| 3Y | +66.2% | -2.4% | +68.6% | +58.1% |
| 5Y | +11.4% | +11.2% | +0.1% | -5.6% |
| 10Y | +116.9% | +191.8% | -74.9% | -11.6% |
| All | -24.6% | +1,321.0% | -1,345.5% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling