+13.2%
AA vs S
-52.7%
+65.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | +0.9% | -13.4% | +14.3% | +3.5% |
| 30D | -6.7% | -14.0% | +7.3% | -4.4% |
| 3M | -16.3% | +4.9% | -21.2% | -18.1% |
| 6M | -37.1% | +42.0% | -79.1% | -42.4% |
| YTD | -25.0% | +45.1% | -70.1% | -32.4% |
| 1Y | +8.6% | +33.1% | -24.5% | -0.6% |
| 3Y | +57.2% | +40.6% | +16.6% | +39.1% |
| 5Y | -13.0% | -67.5% | +54.4% | -15.6% |
| All | +13.2% | -52.7% | +65.9% | +8.3% |
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