-9.9%
AS vs BB
+45.6%
-55.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -2.3% |
| 7D | +7.1% | -8.9% | +16.0% | +7.0% |
| 30D | +12.8% | -12.6% | +25.5% | +12.6% |
| 3M | -14.7% | -4.1% | -10.6% | -14.8% |
| 6M | -9.9% | +49.5% | -59.4% | -19.2% |
| All | -9.9% | +45.6% | -55.5% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling