-15.6%
AA vs D
+13.0%
-28.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.8% |
| 7D | +1.1% | -2.4% | +3.6% | +2.0% |
| 30D | -1.3% | +9.0% | -10.2% | -4.5% |
| 3M | -23.9% | +1.0% | -24.9% | -24.3% |
| 6M | -36.8% | +11.0% | -47.8% | -39.5% |
| YTD | -22.2% | +19.8% | -41.9% | -27.9% |
| 1Y | +10.4% | +16.0% | -5.6% | +3.4% |
| 3Y | +72.0% | +74.4% | -2.3% | +28.7% |
| 5Y | -15.6% | +13.5% | -29.2% | -17.3% |
| All | -15.6% | +13.0% | -28.6% | -17.3% |
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 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