+16.0%
AA vs CG
-14.1%
+30.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.8% | +1.5% |
| 7D | +0.9% | +9.4% | -8.5% | -1.6% |
| 30D | -6.4% | +8.7% | -15.2% | -8.6% |
| 3M | -13.0% | -15.0% | +2.0% | -8.7% |
| 6M | -34.6% | -13.2% | -21.4% | -31.9% |
| YTD | -23.0% | -26.2% | +3.1% | -15.4% |
| 1Y | +16.0% | -14.1% | +30.1% | +7.0% |
| All | +16.0% | -14.1% | +30.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling