-21.9%
AS vs BR
-29.1%
+7.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +6.9% | +3.9% |
| 7D | -4.9% | -5.3% | +0.4% | -4.4% |
| 30D | -19.6% | +6.4% | -26.0% | -20.2% |
| 3M | -14.4% | +13.6% | -28.0% | -16.0% |
| 6M | -20.1% | -6.7% | -13.4% | -21.3% |
| YTD | -20.9% | -21.1% | +0.2% | -19.9% |
| 1Y | -21.9% | -29.6% | +7.7% | -19.7% |
| All | -21.9% | -29.1% | +7.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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