+133.7%
AS vs BB
+195.8%
-62.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.5% |
| 7D | +7.1% | -8.9% | +16.0% | +8.7% |
| 30D | +12.8% | -12.6% | +25.5% | +14.9% |
| 3M | -14.7% | -4.1% | -10.6% | -15.0% |
| 6M | -9.9% | +49.5% | -59.4% | -22.3% |
| YTD | -16.1% | +120.8% | -137.0% | -35.5% |
| 1Y | +0.2% | +76.2% | -76.1% | -18.5% |
| All | +133.7% | +195.8% | -62.0% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling