-39.8%
AA vs BR
+1,481.8%
-1,521.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | +0.5% | +1.1% | -0.6% | -0.2% |
| 30D | -0.6% | +14.4% | -15.0% | -9.7% |
| 3M | -19.7% | +12.4% | -32.1% | -26.6% |
| 6M | -41.6% | +35.4% | -77.0% | -53.9% |
| YTD | -24.6% | -12.2% | -12.5% | -21.9% |
| 1Y | +4.9% | -12.7% | +17.6% | +9.2% |
| 3Y | +66.8% | +14.3% | +52.6% | +40.9% |
| 5Y | -19.4% | +19.3% | -38.7% | -34.9% |
| 10Y | +43.1% | +278.1% | -235.0% | -51.7% |
| All | -39.8% | +1,481.8% | -1,521.7% | -93.7% |
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