+63.5%
AA vs DD
+33.7%
+29.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.5% |
| 7D | -0.6% | -3.8% | +3.1% | +1.5% |
| 30D | -1.6% | -9.2% | +7.7% | +3.8% |
| 3M | -29.8% | -9.0% | -20.8% | -26.1% |
| 6M | -16.6% | -5.0% | -11.7% | -13.9% |
| YTD | -4.0% | +7.4% | -11.4% | -7.4% |
| 1Y | +63.5% | +35.1% | +28.4% | +43.7% |
| All | +63.5% | +33.7% | +29.9% | +43.7% |
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