+44.1%
AA vs D
+47.7%
-3.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +5.3% | -3.1% | +8.3% | +6.3% |
| 30D | -2.3% | +8.4% | -10.6% | -4.9% |
| 3M | -20.8% | +0.2% | -21.0% | -21.0% |
| 6M | -39.8% | +9.5% | -49.3% | -41.8% |
| YTD | -23.3% | +18.8% | -42.1% | -27.8% |
| 1Y | +1.8% | +14.7% | -12.9% | -3.3% |
| 3Y | +69.5% | +72.9% | -3.4% | +37.7% |
| 5Y | -18.0% | +13.1% | -31.1% | -23.2% |
| All | +44.1% | +47.7% | -3.6% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling