+74.2%
AA vs SU
+120.3%
-46.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | -5.4% | +1.7% | -7.0% | -6.3% |
| 30D | -10.7% | +9.6% | -20.3% | -15.4% |
| 3M | -26.2% | +11.7% | -37.9% | -31.2% |
| 6M | -20.9% | +21.9% | -42.9% | -31.6% |
| YTD | -8.6% | +58.6% | -67.3% | -34.0% |
| 1Y | +57.4% | +66.5% | -9.1% | +9.6% |
| All | +74.2% | +120.3% | -46.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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