+134.9%
AS vs BB
+208.8%
-74.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.3% |
| 7D | +6.9% | +3.8% | +3.1% | +6.2% |
| 30D | +16.0% | -0.3% | +16.3% | +15.4% |
| 3M | -12.8% | -0.5% | -12.4% | -13.7% |
| 6M | -15.4% | +45.9% | -61.3% | -26.3% |
| YTD | -15.7% | +130.6% | -146.3% | -35.7% |
| 1Y | +6.1% | +89.2% | -83.1% | -15.1% |
| All | +134.9% | +208.8% | -74.0% | +63.4% |
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