+75.5%
ALL vs AS
+120.4%
-44.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.4% |
| 7D | 0.0% | -4.9% | +4.9% | +0.1% |
| 30D | -1.5% | -19.6% | +18.1% | -1.1% |
| 3M | +23.6% | -14.4% | +38.0% | +23.9% |
| 6M | +22.3% | -20.1% | +42.5% | +22.8% |
| YTD | +26.5% | -20.9% | +47.5% | +26.9% |
| 1Y | +27.0% | -21.9% | +48.9% | +27.5% |
| All | +75.5% | +120.4% | -44.9% | +72.5% |
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