+3.9%
AA vs SM
+64.7%
-60.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.4% |
| 7D | +1.2% | -19.5% | +20.7% | +1.0% |
| 30D | -5.0% | -20.2% | +15.2% | -5.3% |
| 3M | -22.2% | -6.5% | -15.7% | -22.5% |
| 6M | -36.3% | +1.6% | -37.9% | -36.4% |
| YTD | -24.2% | +61.2% | -85.4% | -20.6% |
| 1Y | +3.9% | +65.4% | -61.5% | +8.4% |
| All | +3.9% | +64.7% | -60.9% | +8.4% |
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