-14.8%
AA vs NDAQ
+60.8%
-75.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | -6.7% | +16.5% | -23.2% | -14.6% |
| 3M | -16.3% | +13.5% | -29.8% | -22.6% |
| 6M | -37.1% | +20.9% | -58.0% | -44.7% |
| YTD | -25.0% | +11.4% | -36.4% | -31.6% |
| 1Y | +8.6% | +25.9% | -17.3% | -9.6% |
| 3Y | +57.2% | +119.9% | -62.6% | -15.4% |
| All | -14.8% | +60.8% | -75.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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