+0.6%
AA vs Q
+68.3%
-67.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.7% |
| 7D | +0.5% | +1.2% | -0.7% | +0.2% |
| 30D | -0.6% | -2.7% | +2.1% | 0.0% |
| 3M | -19.7% | -16.9% | -2.7% | -15.6% |
| 6M | -41.6% | -26.9% | -14.7% | -36.9% |
| YTD | -24.6% | +45.2% | -69.9% | -33.0% |
| 1Y | +4.9% | +38.1% | -33.3% | -8.0% |
| All | +0.6% | +68.3% | -67.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling