+80.3%
ALL vs AS
+133.7%
-53.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | +4.2% | +7.1% | -2.9% | +4.1% |
| 30D | +18.9% | +12.8% | +6.1% | +18.6% |
| 3M | +1.2% | -14.7% | +16.0% | +1.4% |
| 6M | +23.2% | -9.9% | +33.2% | +23.3% |
| YTD | +30.0% | -16.1% | +46.1% | +30.2% |
| 1Y | +39.6% | +0.2% | +39.4% | +38.9% |
| All | +80.3% | +133.7% | -53.4% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling