+97.5%
AA vs USFR
+27.5%
+70.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +5.0% | +0.3% | +4.7% | +4.8% |
| 3M | -35.8% | +1.0% | -36.8% | -36.1% |
| 6M | -18.4% | +1.9% | -20.3% | -19.2% |
| YTD | -5.5% | +2.6% | -8.1% | -6.7% |
| 1Y | +61.0% | +4.0% | +57.0% | +57.7% |
| 3Y | +66.2% | +14.1% | +52.1% | +54.8% |
| 5Y | +11.4% | +20.4% | -9.0% | +0.8% |
| 10Y | +116.9% | +28.0% | +88.9% | +89.4% |
| All | +97.5% | +27.5% | +70.0% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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