+202.1%
AA vs D
+2,488.7%
-2,286.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.2% |
| 7D | -3.7% | +6.9% | -10.6% | -6.9% |
| 30D | -10.8% | +12.3% | -23.1% | -16.1% |
| 3M | -19.1% | +3.0% | -22.1% | -20.5% |
| 6M | -38.7% | +12.8% | -51.5% | -42.8% |
| YTD | -27.1% | +22.6% | -49.7% | -35.0% |
| 1Y | +8.3% | +21.7% | -13.3% | -3.3% |
| 3Y | +49.6% | +83.9% | -34.4% | +4.9% |
| 5Y | -15.5% | +14.0% | -29.4% | -24.7% |
| 10Y | +60.9% | +45.6% | +15.3% | +14.6% |
| All | +202.1% | +2,488.7% | -2,286.6% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling