+12.4%
AA vs Z
-64.8%
+77.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.6% |
| 7D | -0.7% | -3.0% | +2.3% | 0.0% |
| 30D | +5.0% | -4.2% | +9.2% | +5.7% |
| 3M | -35.8% | -3.7% | -32.1% | -35.8% |
| 6M | -18.4% | -24.5% | +6.1% | -13.5% |
| YTD | -5.5% | -49.3% | +43.8% | +11.3% |
| 1Y | +61.0% | -58.7% | +119.6% | +100.9% |
| 3Y | +66.2% | -34.1% | +100.4% | +74.8% |
| All | +12.4% | -64.8% | +77.2% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling