+12.4%
AA vs D
+5.6%
+6.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.7% | +1.5% | -2.2% | -1.2% |
| 30D | +5.0% | -2.6% | +7.6% | +5.9% |
| 3M | -35.8% | 0.0% | -35.8% | -35.9% |
| 6M | -18.4% | +7.4% | -25.7% | -20.6% |
| YTD | -5.5% | +15.9% | -21.3% | -10.5% |
| 1Y | +61.0% | +18.1% | +42.8% | +50.6% |
| 3Y | +66.2% | +58.4% | +7.8% | +34.3% |
| All | +12.4% | +5.6% | +6.9% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling