+21.7%
AR vs Z
-63.3%
+85.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -1.1% |
| 7D | -1.8% | -3.3% | +1.4% | -1.9% |
| 30D | +12.6% | -3.7% | +16.3% | +12.5% |
| 3M | +10.0% | -7.0% | +17.0% | +9.8% |
| 6M | +0.6% | -29.5% | +30.2% | -0.1% |
| YTD | +13.4% | -52.6% | +66.0% | +13.3% |
| 1Y | +21.7% | -64.0% | +85.7% | +13.4% |
| All | +21.7% | -63.3% | +85.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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