-1.5%
AS vs BB
+99.6%
-101.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -4.9% | +1.8% | -6.7% | -4.9% |
| 30D | +3.9% | +8.1% | -4.3% | +3.4% |
| 3M | -9.6% | -1.0% | -8.6% | -9.8% |
| 6M | -8.7% | +45.9% | -54.6% | -16.1% |
| YTD | -19.8% | +134.8% | -154.7% | -36.2% |
| 1Y | -1.5% | +104.6% | -106.1% | -20.1% |
| All | -1.5% | +99.6% | -101.1% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling