+134.9%
AS vs BG
+20.5%
+114.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +6.9% | +2.5% | +4.4% | +6.7% |
| 30D | +16.0% | -6.1% | +22.1% | +16.5% |
| 3M | -12.8% | -8.5% | -4.3% | -12.7% |
| 6M | -15.4% | -20.4% | +5.0% | -13.7% |
| YTD | -15.7% | +13.3% | -29.0% | -21.1% |
| 1Y | +6.1% | +7.3% | -1.2% | +0.5% |
| All | +134.9% | +20.5% | +114.3% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling