+70.7%
AA vs D
+56.9%
+13.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +5.0% | -3.6% | +8.5% | +6.0% |
| 3M | -35.8% | -1.0% | -34.8% | -35.7% |
| 6M | -18.4% | +6.3% | -24.7% | -19.9% |
| YTD | -5.5% | +14.7% | -20.2% | -9.3% |
| 1Y | +61.0% | +16.9% | +44.0% | +52.9% |
| All | +70.7% | +56.9% | +13.7% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling