+45.0%
AA vs RF
+248.4%
-203.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.8% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -5.0% | +6.2% | -11.2% | -9.3% |
| 3M | -22.2% | -7.8% | -14.4% | -17.7% |
| 6M | -36.3% | +5.9% | -42.3% | -39.9% |
| YTD | -24.2% | +9.0% | -33.2% | -30.4% |
| 1Y | +3.9% | +19.3% | -15.4% | -10.8% |
| 3Y | +67.6% | +116.4% | -48.9% | -9.0% |
| 5Y | -8.8% | +46.0% | -54.9% | -36.6% |
| 10Y | +45.0% | +239.8% | -194.8% | -37.5% |
| All | +45.0% | +248.4% | -203.4% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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