-22.5%
AA vs UUUU
-91.9%
+69.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +1.7% | +2.8% | -1.2% | +1.2% |
| 30D | +3.3% | +3.4% | -0.1% | +2.8% |
| 3M | -29.4% | -3.9% | -25.5% | -29.3% |
| 6M | -12.8% | -23.2% | +10.4% | -10.4% |
| YTD | -2.1% | +0.6% | -2.7% | -4.2% |
| 1Y | +62.8% | +22.9% | +39.9% | +51.3% |
| 3Y | +90.5% | +98.6% | -8.2% | +57.9% |
| 5Y | +19.1% | +130.2% | -111.2% | -5.3% |
| 10Y | +124.8% | +519.5% | -394.7% | +45.1% |
| All | -22.5% | -91.9% | +69.4% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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