+52.8%
AA vs PL
+403.1%
-350.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.1% | +4.8% | -3.5% |
| 7D | -3.7% | -20.5% | +16.9% | +0.3% |
| 30D | -10.8% | -38.8% | +28.0% | -2.8% |
| 3M | -19.1% | -49.1% | +30.1% | -9.2% |
| 6M | -38.7% | -69.4% | +30.7% | -25.7% |
| YTD | -27.1% | -42.3% | +15.2% | -24.0% |
| 1Y | +8.3% | -14.2% | +22.5% | +3.6% |
| All | +52.8% | +403.1% | -350.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling