+131.7%
AA vs Z
+25.1%
+106.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 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% | -35.9% |
| 6M | -18.4% | -24.5% | +6.1% | -13.7% |
| YTD | -5.5% | -49.3% | +43.8% | +10.4% |
| 1Y | +61.0% | -58.7% | +119.6% | +98.4% |
| 3Y | +66.2% | -34.1% | +100.4% | +74.3% |
| 5Y | +11.4% | -64.5% | +75.9% | +26.8% |
| 10Y | +116.9% | -0.5% | +117.4% | +55.6% |
| All | +131.7% | +25.1% | +106.6% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling