+117.1%
AA vs M
-3.9%
+120.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -3.0% |
| 7D | -0.7% | +4.7% | -5.4% | -2.2% |
| 30D | +5.0% | -9.6% | +14.6% | +8.4% |
| 3M | -35.8% | +0.9% | -36.7% | -36.4% |
| 6M | -18.4% | +22.3% | -40.7% | -24.8% |
| YTD | -5.5% | +6.5% | -12.0% | -9.6% |
| 1Y | +61.0% | +38.8% | +22.2% | +39.8% |
| 3Y | +66.2% | +115.9% | -49.7% | +16.1% |
| 5Y | +11.4% | +28.6% | -17.2% | -15.2% |
| All | +117.1% | -3.9% | +120.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling