+187.7%
AA vs MDY
+2,662.7%
-2,475.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +5.0% | -1.5% | +6.5% | +7.0% |
| 3M | -35.8% | +0.8% | -36.6% | -36.2% |
| 6M | -18.4% | +7.4% | -25.8% | -25.4% |
| YTD | -5.5% | +15.2% | -20.7% | -20.6% |
| 1Y | +61.0% | +16.5% | +44.4% | +34.4% |
| 3Y | +66.2% | +46.8% | +19.4% | +9.2% |
| 5Y | +11.4% | +46.0% | -34.6% | -23.1% |
| 10Y | +116.9% | +172.1% | -55.2% | -18.1% |
| All | +187.7% | +2,662.7% | -2,475.0% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling