+3.9%
AA vs PL
+7.9%
-4.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.5% |
| 3M | -22.2% | -38.2% | +16.0% | -16.3% |
| 6M | -36.3% | -63.4% | +27.1% | -26.0% |
| YTD | -24.2% | -27.6% | +3.5% | -24.6% |
| 1Y | +3.9% | +6.6% | -2.7% | -5.2% |
| All | +3.9% | +7.9% | -4.0% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling