+83.8%
AA vs Z
+6.9%
+76.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.4% | +3.6% |
| 7D | +0.9% | -4.6% | +5.4% | +2.0% |
| 30D | -6.7% | +8.3% | -15.0% | -9.4% |
| 3M | -16.3% | -11.6% | -4.7% | -14.9% |
| 6M | -37.1% | -33.6% | -3.5% | -31.4% |
| YTD | -25.0% | -56.7% | +31.7% | -9.6% |
| 1Y | +8.6% | -59.1% | +67.7% | +32.8% |
| 3Y | +57.2% | -20.4% | +77.6% | +54.9% |
| 5Y | -13.0% | -55.3% | +42.2% | -5.4% |
| 10Y | +65.5% | -14.2% | +79.8% | +22.5% |
| All | +83.8% | +6.9% | +76.9% | +29.2% |
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 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