+57.2%
AA vs RF
+104.8%
-47.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | +0.9% | -0.9% | +1.8% | +1.7% |
| 30D | -6.7% | +6.0% | -12.7% | -10.9% |
| 3M | -16.3% | -8.9% | -7.4% | -10.5% |
| 6M | -37.1% | +2.3% | -39.5% | -39.4% |
| YTD | -25.0% | +7.6% | -32.6% | -31.4% |
| 1Y | +8.6% | +21.2% | -12.6% | -10.3% |
| 3Y | +57.2% | +108.5% | -51.3% | -29.1% |
| All | +57.2% | +104.8% | -47.6% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling