-14.8%
AA vs D
+12.5%
-27.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.4% |
| 7D | +0.9% | +3.0% | -2.1% | -0.2% |
| 30D | -6.7% | +11.5% | -18.2% | -10.4% |
| 3M | -16.3% | +3.7% | -20.1% | -17.5% |
| 6M | -37.1% | +13.5% | -50.7% | -40.2% |
| YTD | -25.0% | +20.7% | -45.7% | -30.6% |
| 1Y | +8.6% | +18.2% | -9.7% | +1.1% |
| 3Y | +57.2% | +73.3% | -16.1% | +18.8% |
| All | -14.8% | +12.5% | -27.3% | -15.6% |
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