+235.9%
AA vs M
+401.4%
-165.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +4.5% |
| 7D | +0.9% | -4.3% | +5.2% | +2.3% |
| 30D | -6.7% | +1.3% | -8.0% | -7.4% |
| 3M | -16.3% | -7.4% | -9.0% | -14.8% |
| 6M | -37.1% | +18.3% | -55.5% | -41.7% |
| YTD | -25.0% | +7.6% | -32.6% | -29.2% |
| 1Y | +8.6% | +17.4% | -8.8% | -0.8% |
| 3Y | +57.2% | +108.4% | -51.1% | +9.5% |
| 5Y | -13.0% | -10.6% | -2.4% | -24.7% |
| 10Y | +65.5% | -3.2% | +68.7% | +10.5% |
| All | +235.9% | +401.4% | -165.5% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling