+44.1%
AA vs P
+666.7%
-622.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -2.5% |
| 7D | +5.3% | +17.8% | -12.5% | -0.2% |
| 30D | -2.3% | -29.9% | +27.6% | +8.3% |
| 3M | -20.8% | -1.2% | -19.7% | -22.9% |
| 6M | -39.8% | +32.1% | -71.9% | -48.0% |
| YTD | -23.3% | +64.3% | -87.6% | -39.3% |
| 1Y | +1.8% | +24.3% | -22.4% | -13.9% |
| 3Y | +69.5% | +203.2% | -133.7% | -6.4% |
| 5Y | -18.0% | +290.4% | -308.4% | -60.3% |
| All | +44.1% | +666.7% | -622.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling