+46.2%
AA vs M
-6.5%
+52.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +1.1% | -3.3% | +4.4% | +2.2% |
| 30D | -1.3% | +8.1% | -9.3% | -4.1% |
| 3M | -23.9% | +2.2% | -26.1% | -25.0% |
| 6M | -36.8% | +35.1% | -71.9% | -43.7% |
| YTD | -22.2% | +15.8% | -38.0% | -28.1% |
| 1Y | +10.4% | +25.8% | -15.5% | -1.1% |
| 3Y | +72.0% | +156.2% | -84.2% | +12.8% |
| 5Y | -15.6% | -2.4% | -13.3% | -28.9% |
| All | +46.2% | -6.5% | +52.7% | -15.7% |
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