-14.8%
AA vs M
-11.5%
-3.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +4.2% |
| 7D | +0.9% | -4.3% | +5.2% | +2.1% |
| 30D | -6.7% | +1.3% | -8.0% | -7.3% |
| 3M | -16.3% | -7.4% | -9.0% | -15.0% |
| 6M | -37.1% | +18.3% | -55.5% | -41.0% |
| YTD | -25.0% | +7.6% | -32.6% | -28.4% |
| 1Y | +8.6% | +17.4% | -8.8% | +0.6% |
| 3Y | +57.2% | +108.4% | -51.1% | +13.6% |
| All | -14.8% | -11.5% | -3.3% | -28.5% |
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