+67.6%
AA vs D
+74.2%
-6.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | +1.2% | +2.4% | -1.1% | +0.7% |
| 30D | -5.0% | +10.9% | -15.9% | -7.4% |
| 3M | -22.2% | +2.8% | -25.1% | -22.7% |
| 6M | -36.3% | +12.7% | -49.0% | -38.3% |
| YTD | -24.2% | +20.3% | -44.5% | -27.8% |
| 1Y | +3.9% | +17.1% | -13.2% | -0.5% |
| 3Y | +67.6% | +75.1% | -7.6% | +25.7% |
| All | +67.6% | +74.2% | -6.6% | +25.7% |
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