+117.1%
AA vs MDY
+175.0%
-57.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -3.4% |
| 7D | -5.4% | -2.5% | -2.9% | -1.6% |
| 30D | -10.7% | -5.0% | -5.6% | -3.4% |
| 3M | -26.2% | +0.5% | -26.6% | -26.6% |
| 6M | -20.9% | +8.0% | -28.9% | -29.9% |
| YTD | -8.6% | +12.2% | -20.8% | -23.3% |
| 1Y | +57.4% | +14.0% | +43.4% | +29.8% |
| 3Y | +77.8% | +48.2% | +29.6% | +2.5% |
| 5Y | +2.7% | +46.1% | -43.4% | -37.3% |
| All | +117.1% | +175.0% | -57.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling