+12.4%
AA vs SM
+107.8%
-95.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +5.0% | +26.3% | -21.3% | -4.8% |
| 3M | -35.8% | +8.7% | -44.5% | -39.0% |
| 6M | -18.4% | +51.7% | -70.1% | -34.9% |
| YTD | -5.5% | +99.0% | -104.5% | -34.4% |
| 1Y | +61.0% | +34.6% | +26.4% | +32.2% |
| 3Y | +66.2% | -7.8% | +74.0% | +54.3% |
| All | +12.4% | +107.8% | -95.4% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling