+29.4%
AA vs COMP
-52.0%
+81.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.7% | -7.8% | +0.9% |
| 7D | +0.9% | +13.4% | -12.6% | -1.6% |
| 30D | -6.7% | +11.1% | -17.8% | -8.9% |
| 3M | -16.3% | -18.8% | +2.5% | -13.6% |
| 6M | -37.1% | +10.5% | -47.6% | -39.5% |
| YTD | -25.0% | -3.4% | -21.6% | -27.5% |
| 1Y | +8.6% | +19.7% | -11.1% | +0.2% |
| 3Y | +57.2% | +381.6% | -324.4% | +0.6% |
| 5Y | -13.0% | -17.6% | +4.6% | -33.3% |
| All | +29.4% | -52.0% | +81.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling