+1.8%
AA vs DD
+29.4%
-27.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | +5.3% | +6.7% | -1.5% | +1.5% |
| 30D | -2.3% | +19.4% | -21.7% | -12.1% |
| 3M | -20.8% | +7.6% | -28.4% | -24.1% |
| 6M | -39.8% | +2.9% | -42.7% | -40.8% |
| YTD | -23.3% | +29.9% | -53.2% | -40.4% |
| 1Y | +1.8% | +28.6% | -26.8% | -19.7% |
| All | +1.8% | +29.4% | -27.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling