+0.1%
AA vs Q
+66.4%
-66.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +1.0% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -6.7% | -9.8% | +3.1% | -4.1% |
| 3M | -16.3% | -12.2% | -4.1% | -13.7% |
| 6M | -37.1% | -21.6% | -15.5% | -33.5% |
| YTD | -25.0% | +43.6% | -68.6% | -33.1% |
| 1Y | +8.6% | +25.7% | -17.1% | -4.9% |
| All | +0.1% | +66.4% | -66.2% | -12.4% |
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