+4.9%
AA vs RF
+18.9%
-14.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.3% |
| 7D | +0.5% | +1.9% | -1.4% | -0.3% |
| 30D | -0.6% | +7.3% | -7.9% | -3.6% |
| 3M | -19.7% | -7.9% | -11.7% | -16.7% |
| 6M | -41.6% | +10.5% | -52.1% | -45.7% |
| YTD | -24.6% | +9.6% | -34.3% | -32.4% |
| 1Y | +4.9% | +20.3% | -15.4% | -14.8% |
| All | +4.9% | +18.9% | -14.0% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling