-16.9%
AA vs MKTX
+1,445.7%
-1,462.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.6% |
| 7D | +1.7% | +0.4% | +1.2% | +1.5% |
| 30D | +3.3% | +1.0% | +2.4% | +3.1% |
| 3M | -29.4% | +41.3% | -70.7% | -36.4% |
| 6M | -12.8% | -11.3% | -1.5% | -11.3% |
| YTD | -2.1% | -8.6% | +6.4% | -1.5% |
| 1Y | +62.8% | -11.1% | +73.8% | +64.4% |
| 3Y | +90.5% | -24.5% | +115.0% | +95.1% |
| 5Y | +19.1% | -61.4% | +80.5% | +44.3% |
| 10Y | +124.8% | +6.8% | +117.9% | +85.2% |
| All | -16.9% | +1,445.7% | -1,462.6% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling