+57.4%
AA vs MULL
+2,040.8%
-1,983.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.3% | +4.6% | -3.6% |
| 7D | -5.4% | +3.6% | -9.0% | -6.0% |
| 30D | -10.7% | +22.0% | -32.7% | -13.5% |
| 3M | -26.2% | -8.6% | -17.5% | -29.7% |
| 6M | -20.9% | +248.5% | -269.5% | -40.8% |
| YTD | -8.6% | +516.3% | -524.9% | -40.3% |
| 1Y | +57.4% | +2,036.6% | -1,979.2% | -19.5% |
| All | +57.4% | +2,040.8% | -1,983.4% | -19.5% |
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