-17.4%
AA vs MDY
+34.6%
-51.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.6% |
| 7D | +0.5% | +2.3% | -1.8% | -2.8% |
| 30D | -0.6% | +2.0% | -2.6% | -3.5% |
| 3M | -19.7% | -5.6% | -14.0% | -12.0% |
| 6M | -41.6% | +1.3% | -42.9% | -42.3% |
| YTD | -24.6% | +12.3% | -37.0% | -37.0% |
| 1Y | +4.9% | +15.8% | -10.9% | -16.1% |
| 3Y | +66.8% | +56.5% | +10.3% | -12.7% |
| All | -17.4% | +34.6% | -51.9% | -46.7% |
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