+275.5%
AA vs SM
+1,608.3%
-1,332.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +5.0% | +26.3% | -21.3% | -2.0% |
| 3M | -35.8% | +8.7% | -44.5% | -38.1% |
| 6M | -18.4% | +51.7% | -70.1% | -29.7% |
| YTD | -5.5% | +99.0% | -104.5% | -25.4% |
| 1Y | +61.0% | +34.6% | +26.4% | +41.0% |
| 3Y | +66.2% | -7.8% | +74.0% | +59.3% |
| 5Y | +11.4% | +104.8% | -93.4% | -17.0% |
| 10Y | +116.9% | +7.2% | +109.6% | +18.2% |
| All | +275.5% | +1,608.3% | -1,332.8% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling