-17.4%
AA vs IT
-42.2%
+24.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | -0.6% | -1.8% | +1.3% | -0.9% |
| 3M | -19.7% | +4.8% | -24.5% | -21.8% |
| 6M | -41.6% | +33.0% | -74.6% | -47.8% |
| YTD | -24.6% | -23.8% | -0.8% | -19.8% |
| 1Y | +4.9% | -16.5% | +21.4% | +6.9% |
| 3Y | +66.8% | -53.6% | +120.5% | +118.0% |
| All | -17.4% | -42.2% | +24.9% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling