-1.5%
AS vs A
+17.3%
-18.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -4.9% | -0.5% | -4.4% | -4.7% |
| 30D | +3.9% | 0.0% | +3.9% | +3.9% |
| 3M | -9.6% | +16.7% | -26.3% | -12.3% |
| 6M | -8.7% | +54.8% | -63.5% | -17.2% |
| YTD | -19.8% | +28.8% | -48.6% | -24.2% |
| 1Y | -1.5% | +19.3% | -20.9% | -5.5% |
| All | -1.5% | +17.3% | -18.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling