+120.4%
AS vs BB
+172.1%
-51.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -4.9% | -5.6% | +0.7% | -3.8% |
| 30D | -19.6% | -11.8% | -7.8% | -17.9% |
| 3M | -14.4% | -25.5% | +11.2% | -11.1% |
| 6M | -20.1% | +121.3% | -141.4% | -38.4% |
| YTD | -20.9% | +103.2% | -124.1% | -37.7% |
| 1Y | -21.9% | +102.6% | -124.5% | -39.2% |
| All | +120.4% | +172.1% | -51.7% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling