+102.8%
AA vs P
+485.4%
-382.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.6% |
| 7D | -0.7% | +6.5% | -7.2% | -2.8% |
| 30D | +5.0% | +18.8% | -13.8% | -1.7% |
| 3M | -35.8% | +26.7% | -62.6% | -41.6% |
| 6M | -18.4% | +62.2% | -80.6% | -32.4% |
| YTD | -5.5% | +48.5% | -54.0% | -20.1% |
| 1Y | +61.0% | +26.4% | +34.6% | +39.3% |
| 3Y | +66.2% | +159.4% | -93.2% | +3.3% |
| 5Y | +11.4% | +275.8% | -264.4% | -41.0% |
| 10Y | +116.9% | +732.0% | -615.1% | -12.9% |
| All | +102.8% | +485.4% | -382.6% | -18.3% |
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