+1.8%
AA vs D
+15.2%
-13.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +5.3% | -3.1% | +8.3% | +5.5% |
| 30D | -2.3% | +8.4% | -10.6% | -2.7% |
| 3M | -20.8% | +0.2% | -21.0% | -20.6% |
| 6M | -39.8% | +9.5% | -49.3% | -39.8% |
| YTD | -23.3% | +18.8% | -42.1% | -21.0% |
| 1Y | +1.8% | +14.7% | -12.9% | +5.3% |
| All | +1.8% | +15.2% | -13.3% | +5.3% |
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