-15.5%
AA vs PL
+11.6%
-27.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.1% | +4.8% | -3.4% |
| 7D | -3.7% | -20.5% | +16.9% | +0.4% |
| 30D | -10.8% | -38.8% | +28.0% | -2.5% |
| 3M | -19.1% | -49.1% | +30.1% | -8.9% |
| 6M | -38.7% | -69.4% | +30.7% | -25.3% |
| YTD | -27.1% | -42.3% | +15.2% | -23.9% |
| 1Y | +8.3% | -14.2% | +22.5% | +3.6% |
| 3Y | +49.6% | +398.7% | -349.1% | -11.4% |
| 5Y | -15.5% | +11.1% | -26.6% | -45.3% |
| All | -15.5% | +11.6% | -27.1% | -45.3% |
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