+3.9%
AA vs Q
+80.0%
-76.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.9% |
| 7D | +1.1% | +6.6% | -5.4% | -0.8% |
| 30D | -1.3% | +2.7% | -4.0% | -2.3% |
| 3M | -23.9% | -8.4% | -15.5% | -22.5% |
| 6M | -36.8% | -17.3% | -19.5% | -34.3% |
| YTD | -22.2% | +55.3% | -77.5% | -32.2% |
| 1Y | +10.4% | +31.5% | -21.1% | -5.8% |
| All | +3.9% | +80.0% | -76.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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