+114.1%
AS vs BR
-12.6%
+126.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.4% | -1.9% |
| 7D | -2.6% | -5.9% | +3.3% | -0.5% |
| 30D | -22.1% | +1.9% | -24.0% | -22.8% |
| 3M | -15.3% | +14.7% | -30.0% | -20.2% |
| 6M | -15.6% | -12.8% | -2.8% | -10.3% |
| YTD | -23.2% | -23.0% | -0.1% | -12.3% |
| 1Y | -21.7% | -31.7% | +10.0% | -3.7% |
| All | +114.1% | -12.6% | +126.7% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling