+3.2%
AA vs MKTX
-60.5%
+63.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -5.8% | +0.7% | -6.5% | -5.9% |
| 3M | -29.9% | +40.8% | -70.7% | -35.7% |
| 6M | -27.0% | -8.0% | -19.0% | -25.9% |
| YTD | -8.7% | -8.7% | 0.0% | -7.4% |
| 1Y | +50.6% | -11.8% | +62.5% | +53.9% |
| 3Y | +74.1% | -24.0% | +98.1% | +77.7% |
| All | +3.2% | -60.5% | +63.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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