-37.1%
AA vs P
+29.5%
-66.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.3% |
| 7D | +0.9% | -23.8% | +24.7% | +5.5% |
| 30D | -6.7% | -36.6% | +29.9% | +0.9% |
| 3M | -16.3% | +10.9% | -27.2% | -21.3% |
| 6M | -37.1% | +30.0% | -67.1% | -43.6% |
| All | -37.1% | +29.5% | -66.6% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling