+61.0%
AA vs MULL
+3,061.6%
-3,000.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.8% | -13.9% | -3.6% |
| 7D | -0.7% | +17.3% | -18.0% | -2.8% |
| 30D | +5.0% | +23.5% | -18.5% | +1.6% |
| 3M | -35.8% | -24.0% | -11.8% | -37.4% |
| 6M | -18.4% | +276.7% | -295.1% | -39.4% |
| YTD | -5.5% | +565.1% | -570.5% | -38.3% |
| 1Y | +61.0% | +2,802.6% | -2,741.6% | -20.7% |
| All | +61.0% | +3,061.6% | -3,000.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling