+47.8%
AA vs Z
-14.8%
+62.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.2% |
| 7D | +1.1% | -13.1% | +14.2% | +5.0% |
| 30D | -1.3% | +5.9% | -7.1% | -3.5% |
| 3M | -23.9% | -13.7% | -10.2% | -22.0% |
| 6M | -36.8% | -27.1% | -9.7% | -32.6% |
| YTD | -22.2% | -56.8% | +34.6% | -5.5% |
| 1Y | +10.4% | -60.2% | +70.6% | +37.1% |
| 3Y | +72.0% | -19.7% | +91.7% | +68.7% |
| 5Y | -15.6% | -53.7% | +38.1% | -9.0% |
| 10Y | +47.8% | -16.9% | +64.7% | -1.4% |
| All | +47.8% | -14.8% | +62.5% | -1.4% |
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