+142.2%
AS vs A
+41.4%
+100.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | +0.1% | +1.8% |
| 7D | +5.8% | +4.8% | +1.1% | +3.8% |
| 30D | +15.4% | +5.6% | +9.7% | +12.4% |
| 3M | -11.9% | +23.6% | -35.5% | -20.2% |
| 6M | -9.9% | +56.4% | -66.3% | -28.1% |
| YTD | -13.1% | +33.4% | -46.5% | -24.7% |
| 1Y | +9.9% | +23.7% | -13.8% | -0.7% |
| All | +142.2% | +41.4% | +100.8% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling