+56.3%
AA vs P
+449.6%
-393.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.4% | +11.1% | -0.2% |
| 7D | -3.7% | -31.9% | +28.2% | +7.7% |
| 30D | -10.8% | -36.5% | +25.7% | +1.4% |
| 3M | -19.1% | +11.6% | -30.7% | -24.4% |
| 6M | -38.7% | +25.2% | -63.9% | -45.9% |
| YTD | -27.1% | +39.4% | -66.6% | -38.5% |
| 1Y | +8.3% | -3.7% | +12.0% | +0.3% |
| 3Y | +49.6% | +167.3% | -117.7% | -10.4% |
| 5Y | -15.5% | +237.3% | -252.8% | -54.6% |
| 10Y | +60.9% | +698.6% | -637.8% | -36.0% |
| All | +56.3% | +449.6% | -393.3% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling