-17.4%
AA vs RF
+47.5%
-64.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.6% |
| 7D | +0.5% | +1.9% | -1.4% | -0.8% |
| 30D | -0.6% | +7.3% | -7.9% | -5.4% |
| 3M | -19.7% | -7.9% | -11.7% | -15.3% |
| 6M | -41.6% | +10.5% | -52.1% | -46.2% |
| YTD | -24.6% | +9.6% | -34.3% | -30.7% |
| 1Y | +4.9% | +20.3% | -15.4% | -9.7% |
| 3Y | +66.8% | +119.5% | -52.7% | -4.4% |
| All | -17.4% | +47.5% | -64.8% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling