-15.5%
AA vs RF
+42.4%
-57.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -3.9% |
| 7D | -3.7% | -1.6% | -2.1% | -2.5% |
| 30D | -10.8% | +5.0% | -15.8% | -13.8% |
| 3M | -19.1% | -10.0% | -9.1% | -13.4% |
| 6M | -38.7% | +3.3% | -42.0% | -40.9% |
| YTD | -27.1% | +7.9% | -35.1% | -32.3% |
| 1Y | +8.3% | +21.2% | -12.9% | -7.2% |
| 3Y | +49.6% | +105.8% | -56.3% | -10.7% |
| 5Y | -15.5% | +43.7% | -59.2% | -39.4% |
| All | -15.5% | +42.4% | -57.9% | -39.4% |
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