+134.9%
AS vs A
+37.2%
+97.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.3% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +16.0% | +3.4% | +12.6% | +14.1% |
| 3M | -12.8% | +23.8% | -36.7% | -21.2% |
| 6M | -15.4% | +49.0% | -64.4% | -30.9% |
| YTD | -15.7% | +29.4% | -45.1% | -26.0% |
| 1Y | +6.1% | +19.4% | -13.3% | -2.6% |
| All | +134.9% | +37.2% | +97.7% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling