+12.4%
AA vs M
+27.3%
-14.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.9% |
| 7D | -0.7% | +4.7% | -5.4% | -2.1% |
| 30D | +5.0% | -9.6% | +14.6% | +8.0% |
| 3M | -35.8% | +0.9% | -36.7% | -36.3% |
| 6M | -18.4% | +22.3% | -40.7% | -24.1% |
| YTD | -5.5% | +6.5% | -12.0% | -9.0% |
| 1Y | +61.0% | +38.8% | +22.2% | +41.7% |
| 3Y | +66.2% | +115.9% | -49.7% | +19.1% |
| All | +12.4% | +27.3% | -14.8% | -14.5% |
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