+4.9%
AA vs Z
-58.2%
+63.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -1.8% |
| 7D | +0.5% | +0.8% | -0.3% | +0.5% |
| 30D | -0.6% | +5.2% | -5.8% | -0.2% |
| 3M | -19.7% | -17.0% | -2.6% | -19.9% |
| 6M | -41.6% | -22.7% | -18.9% | -41.2% |
| YTD | -24.6% | -56.3% | +31.7% | -21.1% |
| 1Y | +4.9% | -57.7% | +62.5% | +10.2% |
| All | +4.9% | -58.2% | +63.1% | +10.2% |
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