+137.8%
AS vs BB
+223.0%
-85.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.7% |
| 7D | +4.5% | +11.6% | -7.1% | +2.5% |
| 30D | +13.2% | +2.6% | +10.6% | +12.1% |
| 3M | -11.9% | +3.5% | -15.4% | -13.4% |
| 6M | -11.6% | +43.5% | -55.1% | -22.3% |
| YTD | -14.7% | +141.2% | -155.9% | -35.4% |
| 1Y | +5.7% | +97.4% | -91.7% | -16.0% |
| All | +137.8% | +223.0% | -85.2% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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