+124.8%
AA vs Z
-7.0%
+131.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +10.0% | +5.3% |
| 7D | +1.7% | -3.3% | +4.9% | +2.4% |
| 30D | +3.3% | -3.7% | +7.0% | +3.8% |
| 3M | -29.4% | -7.0% | -22.4% | -28.9% |
| 6M | -12.8% | -29.5% | +16.7% | -6.0% |
| YTD | -2.1% | -52.6% | +50.4% | +16.9% |
| 1Y | +62.8% | -64.0% | +126.8% | +110.1% |
| 3Y | +90.5% | -36.4% | +126.9% | +101.5% |
| 5Y | +19.1% | -65.8% | +84.8% | +37.1% |
| 10Y | +124.8% | -5.8% | +130.6% | +49.6% |
| All | +124.8% | -7.0% | +131.7% | +49.6% |
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