+1,618.7%
ALL vs A
+566.3%
+1,052.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.1% |
| 7D | -3.9% | +4.8% | -8.6% | -4.9% |
| 30D | +10.6% | +5.6% | +5.0% | +9.1% |
| 3M | -4.6% | +23.6% | -28.2% | -9.3% |
| 6M | +20.2% | +56.4% | -36.2% | +7.7% |
| YTD | +23.7% | +33.4% | -9.7% | +14.4% |
| 1Y | +27.9% | +23.7% | +4.2% | +20.2% |
| 3Y | +109.2% | +71.0% | +38.2% | +78.8% |
| 5Y | +148.0% | +16.8% | +131.2% | +127.7% |
| 10Y | +363.8% | +323.8% | +40.0% | +216.7% |
| All | +1,618.7% | +566.3% | +1,052.5% | +819.4% |
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