+61.0%
AA vs SM
+36.8%
+24.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | +5.0% | +25.6% | -20.6% | +4.0% |
| 3M | -35.8% | +8.0% | -43.9% | -36.2% |
| 6M | -18.4% | +50.8% | -69.2% | -20.9% |
| YTD | -5.5% | +97.9% | -103.4% | -10.5% |
| 1Y | +61.0% | +33.8% | +27.2% | +54.4% |
| All | +61.0% | +36.8% | +24.2% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling