+228.8%
AA vs DD
+1,151.9%
-923.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.9% | -0.1% | +1.8% |
| 7D | +4.8% | +9.8% | -5.0% | -2.1% |
| 30D | -0.6% | +19.3% | -20.0% | -12.4% |
| 3M | -16.3% | +9.4% | -25.6% | -21.8% |
| 6M | -33.4% | +4.8% | -38.2% | -35.9% |
| YTD | -20.7% | +30.2% | -50.9% | -35.1% |
| 1Y | +12.9% | +32.2% | -19.3% | -8.3% |
| 3Y | +75.7% | +93.1% | -17.4% | +9.6% |
| 5Y | -6.8% | +68.0% | -74.8% | -34.8% |
| 10Y | +53.6% | +98.5% | -44.8% | -3.5% |
| All | +228.8% | +1,151.9% | -923.1% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling