+70.7%
AA vs COMP
+215.9%
-145.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.2% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +5.0% | -13.3% | +18.3% | +7.4% |
| 3M | -35.8% | +41.1% | -76.9% | -40.2% |
| 6M | -18.4% | +17.2% | -35.6% | -22.4% |
| YTD | -5.5% | +5.2% | -10.7% | -8.7% |
| 1Y | +61.0% | +18.9% | +42.0% | +49.8% |
| All | +70.7% | +215.9% | -145.3% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling