+61.0%
AA vs FTV
+21.5%
+39.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -0.7% | -4.6% | +3.9% | +0.1% |
| 30D | +5.0% | -7.2% | +12.2% | +6.3% |
| 3M | -35.8% | -7.3% | -28.5% | -34.7% |
| 6M | -18.4% | -1.6% | -16.8% | -17.6% |
| YTD | -5.5% | +3.3% | -8.8% | -5.1% |
| 1Y | +61.0% | +20.2% | +40.8% | +42.4% |
| All | +61.0% | +21.5% | +39.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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