+291.9%
AA vs D
+2,347.4%
-2,055.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.4% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +5.0% | -3.6% | +8.5% | +6.9% |
| 3M | -35.8% | -1.0% | -34.8% | -35.6% |
| 6M | -18.4% | +6.3% | -24.7% | -21.3% |
| YTD | -5.5% | +14.7% | -20.2% | -12.5% |
| 1Y | +61.0% | +16.9% | +44.0% | +46.6% |
| 3Y | +66.2% | +56.8% | +9.4% | +26.6% |
| 5Y | +11.4% | +5.2% | +6.2% | +3.1% |
| 10Y | +116.9% | +35.9% | +81.0% | +60.6% |
| All | +291.9% | +2,347.4% | -2,055.5% | -12.5% |
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