+10.4%
AA vs M
+25.7%
-15.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | +1.1% | -3.3% | +4.4% | +1.3% |
| 30D | -1.3% | +8.1% | -9.3% | -2.0% |
| 3M | -23.9% | +2.2% | -26.1% | -24.1% |
| 6M | -36.8% | +35.1% | -71.9% | -37.5% |
| YTD | -22.2% | +15.8% | -38.0% | -21.8% |
| 1Y | +10.4% | +25.8% | -15.5% | +7.4% |
| All | +10.4% | +25.7% | -15.4% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling