+16.0%
AA vs D
+23.9%
-7.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.7% | +2.4% |
| 7D | +0.9% | +8.5% | -7.6% | +0.4% |
| 30D | -6.4% | +14.3% | -20.8% | -7.4% |
| 3M | -13.0% | +1.8% | -14.7% | -12.8% |
| 6M | -34.6% | +13.0% | -47.7% | -34.8% |
| YTD | -23.0% | +22.7% | -45.8% | -21.0% |
| 1Y | +16.0% | +22.6% | -6.6% | +18.6% |
| All | +16.0% | +23.9% | -7.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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