-6.8%
AA vs RF
+46.7%
-53.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +4.3% |
| 7D | +4.8% | -0.1% | +5.0% | +5.0% |
| 30D | -0.6% | +7.0% | -7.7% | -5.2% |
| 3M | -16.3% | -7.0% | -9.2% | -12.3% |
| 6M | -33.4% | +6.8% | -40.2% | -37.2% |
| YTD | -20.7% | +9.9% | -30.6% | -27.2% |
| 1Y | +12.9% | +21.1% | -8.2% | -3.1% |
| 3Y | +75.7% | +119.6% | -43.9% | +0.8% |
| 5Y | -6.8% | +46.2% | -53.0% | -33.9% |
| All | -6.8% | +46.7% | -53.5% | -33.9% |
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