+30.7%
AA vs Q
+75.3%
-44.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.9% |
| 7D | +1.7% | +6.7% | -5.1% | -0.2% |
| 30D | +3.3% | -10.6% | +13.9% | +6.4% |
| 3M | -29.4% | -14.6% | -14.8% | -27.1% |
| 6M | -12.8% | +12.1% | -24.9% | -16.5% |
| YTD | -2.1% | +51.3% | -53.4% | -13.8% |
| All | +30.7% | +75.3% | -44.6% | +13.0% |
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