+66.8%
AA vs MDY
+56.8%
+10.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.6% |
| 7D | +0.5% | +2.3% | -1.8% | -2.9% |
| 30D | -0.6% | +2.0% | -2.6% | -3.5% |
| 3M | -19.7% | -5.6% | -14.0% | -11.8% |
| 6M | -41.6% | +1.3% | -42.9% | -42.3% |
| YTD | -24.6% | +12.3% | -37.0% | -37.5% |
| 1Y | +4.9% | +15.8% | -10.9% | -16.9% |
| 3Y | +66.8% | +56.5% | +10.3% | -26.3% |
| All | +66.8% | +56.8% | +10.0% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling