+63.5%
AA vs Z
-64.1%
+127.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -0.6% | -7.1% | +6.4% | -0.6% |
| 30D | -1.6% | -4.8% | +3.2% | -1.6% |
| 3M | -29.8% | -9.3% | -20.5% | -29.3% |
| 6M | -16.6% | -29.0% | +12.3% | -14.6% |
| YTD | -4.0% | -52.9% | +48.8% | +3.3% |
| 1Y | +63.5% | -63.1% | +126.7% | +88.7% |
| All | +63.5% | -64.1% | +127.7% | +88.7% |
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