+1,657.9%
ALL vs A
+457.0%
+1,200.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | 0.0% | -1.9% | +2.0% | +0.4% |
| 30D | -1.5% | +6.9% | -8.4% | -3.1% |
| 3M | +23.6% | +9.2% | +14.4% | +20.8% |
| 6M | +22.3% | +25.7% | -3.3% | +15.1% |
| YTD | +26.5% | +11.5% | +15.0% | +22.1% |
| 1Y | +27.0% | +18.4% | +8.6% | +20.6% |
| 3Y | +149.6% | +26.6% | +123.0% | +128.6% |
| 5Y | +118.1% | -12.8% | +130.9% | +114.4% |
| 10Y | +369.0% | +247.2% | +121.8% | +235.3% |
| All | +1,657.9% | +457.0% | +1,200.8% | +881.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling