-18.0%
AA vs M
-4.1%
-13.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | -2.3% | +7.0% | -9.2% | -4.4% |
| 3M | -20.8% | +3.1% | -24.0% | -22.0% |
| 6M | -39.8% | +33.5% | -73.3% | -45.4% |
| YTD | -23.3% | +13.4% | -36.7% | -27.8% |
| 1Y | +1.8% | +22.4% | -20.6% | -6.7% |
| 3Y | +69.5% | +150.9% | -81.3% | +16.5% |
| 5Y | -18.0% | -3.0% | -14.9% | -33.3% |
| All | -18.0% | -4.1% | -13.9% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling