+120.4%
AS vs BG
+44.4%
+76.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.7% |
| 7D | -4.9% | +2.8% | -7.7% | -5.3% |
| 30D | -19.6% | +12.0% | -31.6% | -20.8% |
| 3M | -14.4% | -7.7% | -6.7% | -13.4% |
| 6M | -20.1% | +4.5% | -24.6% | -21.5% |
| YTD | -20.9% | +35.7% | -56.6% | -27.0% |
| 1Y | -21.9% | +50.1% | -71.9% | -30.2% |
| All | +120.4% | +44.4% | +76.0% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling