+57.4%
AA vs WY
-9.3%
+66.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -4.3% |
| 7D | -5.4% | -3.7% | -1.7% | -4.7% |
| 30D | -10.7% | -11.3% | +0.6% | -8.8% |
| 3M | -26.2% | -8.1% | -18.0% | -25.1% |
| 6M | -20.9% | -7.4% | -13.5% | -20.2% |
| YTD | -8.6% | -4.7% | -3.9% | -9.0% |
| 1Y | +57.4% | -9.2% | +66.6% | +60.2% |
| All | +57.4% | -9.3% | +66.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling