+70.7%
AA vs P
+158.6%
-87.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.5% |
| 7D | -0.7% | +6.5% | -7.2% | -2.4% |
| 30D | +5.0% | +18.8% | -13.8% | -0.6% |
| 3M | -35.8% | +26.7% | -62.6% | -40.7% |
| 6M | -18.4% | +62.2% | -80.6% | -30.2% |
| YTD | -5.5% | +48.5% | -54.0% | -17.7% |
| 1Y | +61.0% | +26.4% | +34.6% | +42.0% |
| All | +70.7% | +158.6% | -87.9% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling