+42.7%
AA vs S
-56.8%
+99.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -0.7% | -7.7% | +7.0% | +0.7% |
| 30D | +5.0% | -5.3% | +10.3% | +5.6% |
| 3M | -35.8% | +20.3% | -56.1% | -38.6% |
| 6M | -18.4% | +47.4% | -65.8% | -25.8% |
| YTD | -5.5% | +32.5% | -38.0% | -12.6% |
| 1Y | +61.0% | +9.5% | +51.4% | +54.2% |
| 3Y | +66.2% | +15.5% | +50.7% | +53.4% |
| 5Y | +11.4% | -71.2% | +82.6% | +10.9% |
| All | +42.7% | -56.8% | +99.5% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling