+53.6%
AA vs Z
-11.7%
+65.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +2.0% | +4.7% |
| 7D | +4.8% | -5.2% | +10.0% | +6.2% |
| 30D | -0.6% | +5.7% | -6.4% | -2.9% |
| 3M | -16.3% | -8.7% | -7.5% | -15.5% |
| 6M | -33.4% | -26.0% | -7.4% | -29.3% |
| YTD | -20.7% | -55.0% | +34.4% | -4.8% |
| 1Y | +12.9% | -58.0% | +70.9% | +38.1% |
| 3Y | +75.7% | -15.2% | +90.9% | +69.7% |
| 5Y | -6.8% | -53.8% | +47.0% | +0.5% |
| 10Y | +53.6% | -14.5% | +68.2% | +2.8% |
| All | +53.6% | -11.7% | +65.3% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling