+16.0%
AA vs Z
-54.2%
+70.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.7% | +3.0% |
| 7D | +0.9% | +10.2% | -9.3% | +1.2% |
| 30D | -6.4% | +23.7% | -30.1% | -6.0% |
| 3M | -13.0% | -6.6% | -6.4% | -13.2% |
| 6M | -34.6% | -23.0% | -11.6% | -34.3% |
| YTD | -23.0% | -50.3% | +27.3% | -20.3% |
| 1Y | +16.0% | -53.6% | +69.6% | +22.7% |
| All | +16.0% | -54.2% | +70.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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