+137.8%
AS vs BR
0.0%
+137.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | +4.5% | +5.0% | -0.5% | +2.6% |
| 30D | +13.2% | +16.6% | -3.4% | +7.0% |
| 3M | -11.9% | +12.0% | -23.9% | -15.7% |
| 6M | -11.6% | +30.7% | -42.3% | -20.8% |
| YTD | -14.7% | -11.9% | -2.8% | -7.4% |
| 1Y | +5.7% | -11.6% | +17.3% | +14.1% |
| All | +137.8% | 0.0% | +137.8% | +127.7% |
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