+57.2%
AA vs S
+34.5%
+22.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | +0.9% | -13.4% | +14.3% | +3.6% |
| 30D | -6.7% | -14.0% | +7.3% | -4.3% |
| 3M | -16.3% | +4.9% | -21.2% | -18.3% |
| 6M | -37.1% | +42.0% | -79.1% | -43.3% |
| YTD | -25.0% | +45.1% | -70.1% | -33.6% |
| 1Y | +8.6% | +33.1% | -24.5% | -1.8% |
| 3Y | +57.2% | +40.6% | +16.6% | +19.7% |
| All | +57.2% | +34.5% | +22.8% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling