+1.8%
AA vs P
+24.7%
-22.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -2.1% |
| 7D | +5.3% | +17.8% | -12.5% | +2.2% |
| 30D | -2.3% | -29.9% | +27.6% | +3.2% |
| 3M | -20.8% | -1.2% | -19.7% | -21.9% |
| 6M | -39.8% | +32.1% | -71.9% | -44.8% |
| YTD | -23.3% | +64.3% | -87.6% | -32.2% |
| 1Y | +1.8% | +24.3% | -22.4% | -10.7% |
| All | +1.8% | +24.7% | -22.9% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling