+14.6%
AA vs PL
+45.6%
-31.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | +1.2% | +5.6% | -4.4% | 0.0% |
| 30D | -5.0% | -16.9% | +11.9% | -2.1% |
| 3M | -22.2% | -38.2% | +16.0% | -15.7% |
| 6M | -36.3% | -63.4% | +27.1% | -24.9% |
| YTD | -24.2% | -27.6% | +3.5% | -24.2% |
| 1Y | +3.9% | +6.6% | -2.7% | -4.7% |
| 3Y | +67.6% | +557.6% | -490.0% | -5.9% |
| 5Y | -8.8% | +39.5% | -48.3% | -44.6% |
| All | +14.6% | +45.6% | -31.0% | -31.2% |
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