+12.4%
AA vs MDY
+45.8%
-33.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -0.3% |
| 7D | -0.6% | -0.8% | +0.1% | +0.5% |
| 30D | -1.6% | -3.9% | +2.3% | +4.5% |
| 3M | -29.8% | 0.0% | -29.8% | -29.6% |
| 6M | -16.6% | +8.5% | -25.2% | -26.8% |
| YTD | -4.0% | +13.2% | -17.3% | -20.9% |
| 1Y | +63.5% | +15.0% | +48.5% | +32.4% |
| 3Y | +86.8% | +49.6% | +37.2% | +4.6% |
| 5Y | +12.4% | +46.0% | -33.6% | -33.9% |
| All | +12.4% | +45.8% | -33.5% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling