+122.2%
ALL vs A
-12.8%
+135.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | 0.0% | -1.9% | +2.0% | +0.3% |
| 30D | -1.5% | +6.9% | -8.4% | -2.5% |
| 3M | +23.6% | +9.2% | +14.4% | +21.9% |
| 6M | +22.3% | +25.7% | -3.3% | +17.7% |
| YTD | +26.5% | +11.5% | +15.0% | +24.0% |
| 1Y | +27.0% | +18.4% | +8.6% | +23.0% |
| 3Y | +149.6% | +26.6% | +123.0% | +132.0% |
| All | +122.2% | -12.8% | +135.0% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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