-38.7%
AA vs P
+26.4%
-65.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.4% | +11.1% | -2.3% |
| 7D | -3.7% | -31.9% | +28.2% | +2.9% |
| 30D | -10.8% | -36.5% | +25.7% | -3.7% |
| 3M | -19.1% | +11.6% | -30.7% | -24.2% |
| 6M | -38.7% | +25.2% | -63.9% | -44.5% |
| All | -38.7% | +26.4% | -65.1% | -44.5% |
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 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