+291.9%
AA vs RF
+1,537.4%
-1,245.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | +5.0% | -3.6% | +8.6% | +6.4% |
| 3M | -35.8% | +8.1% | -43.9% | -38.0% |
| 6M | -18.4% | +11.5% | -29.9% | -22.3% |
| YTD | -5.5% | +15.6% | -21.1% | -11.3% |
| 1Y | +61.0% | +15.7% | +45.3% | +50.9% |
| 3Y | +66.2% | +86.9% | -20.7% | +30.4% |
| 5Y | +11.4% | +89.8% | -78.4% | -13.3% |
| 10Y | +116.9% | +344.7% | -227.8% | +30.4% |
| All | +291.9% | +1,537.4% | -1,245.5% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling