+291.9%
AA vs NI
+5,092.7%
-4,800.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -0.7% | +2.0% | -2.7% | -1.7% |
| 30D | +5.0% | -3.5% | +8.5% | +6.7% |
| 3M | -35.8% | -9.1% | -26.7% | -32.9% |
| 6M | -18.4% | -11.8% | -6.6% | -13.5% |
| YTD | -5.5% | +1.1% | -6.6% | -7.0% |
| 1Y | +61.0% | +6.7% | +54.3% | +53.6% |
| 3Y | +66.2% | +71.1% | -4.9% | +23.0% |
| 5Y | +11.4% | +94.3% | -82.9% | -22.5% |
| 10Y | +116.9% | +135.8% | -18.9% | +28.6% |
| All | +291.9% | +5,092.7% | -4,800.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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