+47.8%
AA vs S
-57.8%
+105.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.0% |
| 7D | +1.7% | -5.8% | +7.5% | +2.7% |
| 30D | +3.3% | -9.2% | +12.5% | +4.7% |
| 3M | -29.4% | +23.4% | -52.8% | -32.9% |
| 6M | -12.8% | +36.9% | -49.7% | -19.6% |
| YTD | -2.1% | +29.5% | -31.7% | -9.2% |
| 1Y | +62.8% | +5.4% | +57.3% | +57.1% |
| 3Y | +90.5% | +14.7% | +75.8% | +76.1% |
| 5Y | +19.1% | -71.5% | +90.6% | +18.9% |
| All | +47.8% | -57.8% | +105.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling