-5.5%
AS vs A
+56.7%
-62.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +5.0% |
| 7D | +13.8% | -2.4% | +16.1% | +14.0% |
| 30D | +16.7% | +3.6% | +13.1% | +16.2% |
| 3M | -11.5% | +27.5% | -39.0% | -13.0% |
| 6M | -5.5% | +58.5% | -64.0% | -7.4% |
| All | -5.5% | +56.7% | -62.2% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling