+12.4%
AA vs PL
+82.7%
-70.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.9% |
| 7D | -0.7% | -9.3% | +8.6% | +1.0% |
| 30D | +5.0% | -18.9% | +23.9% | +9.0% |
| 3M | -35.8% | -58.4% | +22.5% | -25.4% |
| 6M | -18.4% | -30.3% | +11.9% | -16.3% |
| YTD | -5.5% | -8.1% | +2.6% | -8.9% |
| 1Y | +61.0% | +180.5% | -119.5% | +20.9% |
| 3Y | +66.2% | +444.1% | -377.9% | -2.8% |
| All | +12.4% | +82.7% | -70.2% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling