+63.5%
AA vs IT
-30.5%
+94.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -0.6% | -9.1% | +8.5% | -1.0% |
| 30D | -1.6% | -12.2% | +10.6% | -2.1% |
| 3M | -29.8% | +7.8% | -37.6% | -29.3% |
| 6M | -16.6% | +2.0% | -18.6% | -16.0% |
| YTD | -4.0% | -32.7% | +28.7% | -5.6% |
| 1Y | +63.5% | -31.1% | +94.6% | +61.9% |
| All | +63.5% | -30.5% | +94.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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