+72.3%
ALL vs AS
+134.9%
-62.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -4.9% | -4.5% |
| 7D | -1.9% | +6.9% | -8.9% | -2.1% |
| 30D | +13.8% | +16.0% | -2.2% | +13.4% |
| 3M | -7.0% | -12.8% | +5.9% | -6.8% |
| 6M | +18.0% | -15.4% | +33.4% | +18.3% |
| YTD | +24.2% | -15.7% | +39.9% | +24.4% |
| 1Y | +31.2% | +6.1% | +25.1% | +30.2% |
| All | +72.3% | +134.9% | -62.6% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling