+13.4%
AA vs PL
+28.1%
-14.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.4% | -7.5% | +1.0% |
| 7D | +0.9% | -6.8% | +7.7% | +2.0% |
| 30D | -6.7% | -29.3% | +22.6% | -0.8% |
| 3M | -16.3% | -44.8% | +28.4% | -7.3% |
| 6M | -37.1% | -68.4% | +31.3% | -23.9% |
| YTD | -25.0% | -36.4% | +11.3% | -23.1% |
| 1Y | +8.6% | +0.7% | +7.9% | +0.7% |
| 3Y | +57.2% | +455.3% | -398.1% | -8.7% |
| 5Y | -13.0% | +22.7% | -35.7% | -45.7% |
| All | +13.4% | +28.1% | -14.7% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling