+219.1%
AA vs IT
+6,324.9%
-6,105.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.1% |
| 7D | +1.1% | -6.8% | +8.0% | +3.1% |
| 30D | -1.3% | -0.6% | -0.7% | -1.8% |
| 3M | -23.9% | +3.1% | -27.0% | -25.7% |
| 6M | -36.8% | +25.5% | -62.3% | -42.8% |
| YTD | -22.2% | -23.5% | +1.3% | -21.0% |
| 1Y | +10.4% | -16.6% | +27.0% | +9.2% |
| 3Y | +72.0% | -53.1% | +125.1% | +96.3% |
| 5Y | -15.6% | -41.4% | +25.8% | -9.9% |
| 10Y | +47.8% | +90.9% | -43.2% | +15.1% |
| All | +219.1% | +6,324.9% | -6,105.8% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling