+60.9%
AA vs P
+469.1%
-408.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +1.8% |
| 7D | +0.9% | -23.8% | +24.7% | +9.0% |
| 30D | -6.7% | -36.6% | +29.9% | +6.2% |
| 3M | -16.3% | +10.9% | -27.2% | -21.6% |
| 6M | -37.1% | +30.0% | -67.1% | -45.1% |
| YTD | -25.0% | +44.4% | -69.4% | -37.4% |
| 1Y | +8.6% | +3.9% | +4.6% | -1.8% |
| 3Y | +57.2% | +176.6% | -119.3% | -6.8% |
| 5Y | -13.0% | +249.3% | -262.3% | -53.8% |
| 10Y | +65.5% | +726.9% | -661.4% | -34.8% |
| All | +60.9% | +469.1% | -408.3% | -36.1% |
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