+66.8%
AA vs SM
-3.9%
+70.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +0.5% | +9.4% | -8.9% | -2.4% |
| 30D | -0.6% | -14.4% | +13.8% | +3.2% |
| 3M | -19.7% | +1.6% | -21.2% | -21.9% |
| 6M | -41.6% | +6.3% | -47.9% | -45.3% |
| YTD | -24.6% | +78.8% | -103.4% | -45.9% |
| 1Y | +4.9% | +83.1% | -78.3% | -26.0% |
| 3Y | +66.8% | -5.9% | +72.7% | +30.2% |
| All | +66.8% | -3.9% | +70.8% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling