+70.7%
AA vs S
+16.9%
+53.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -0.7% | -7.7% | +7.0% | +1.0% |
| 30D | +5.0% | -5.3% | +10.3% | +5.6% |
| 3M | -35.8% | +20.3% | -56.1% | -39.4% |
| 6M | -18.4% | +47.4% | -65.8% | -28.1% |
| YTD | -5.5% | +32.5% | -38.0% | -14.7% |
| 1Y | +61.0% | +9.5% | +51.4% | +53.2% |
| All | +70.7% | +16.9% | +53.7% | +48.6% |
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