+12.8%
AR vs BB
+99.6%
-86.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | 0.0% |
| 7D | +7.4% | +1.8% | +5.5% | +7.5% |
| 30D | +5.8% | +8.1% | -2.4% | +6.2% |
| 3M | +5.2% | -1.0% | +6.2% | +5.5% |
| 6M | +5.4% | +45.9% | -40.5% | +9.5% |
| YTD | +12.4% | +134.8% | -122.4% | +19.9% |
| 1Y | +12.8% | +104.6% | -91.8% | +21.7% |
| All | +12.8% | +99.6% | -86.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling