-3.8%
AS vs BG
+6.6%
-10.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -3.6% | +1.5% | -5.1% | -3.3% |
| 30D | +3.4% | -7.0% | +10.4% | +1.9% |
| 3M | -8.6% | -10.0% | +1.4% | -10.7% |
| 6M | -10.0% | -19.8% | +9.8% | -13.1% |
| YTD | -19.2% | +14.3% | -33.4% | -21.4% |
| 1Y | -3.8% | +6.5% | -10.3% | -7.0% |
| All | -3.8% | +6.6% | -10.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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