-2.1%
AR vs Z
-34.5%
+32.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -1.0% |
| 7D | -14.3% | -4.6% | -9.7% | -14.2% |
| 30D | +1.4% | +8.3% | -6.9% | +2.0% |
| 3M | +3.4% | -11.6% | +15.0% | +3.1% |
| 6M | -2.1% | -33.6% | +31.6% | -2.4% |
| All | -2.1% | -34.5% | +32.4% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling