+134.9%
AS vs BR
-1.4%
+136.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +6.9% | +6.5% | +0.5% | +4.5% |
| 30D | +16.0% | +18.9% | -2.9% | +8.8% |
| 3M | -12.8% | +16.3% | -29.1% | -17.8% |
| 6M | -15.4% | +26.2% | -41.6% | -23.1% |
| YTD | -15.7% | -13.1% | -2.6% | -8.1% |
| 1Y | +6.1% | -10.5% | +16.5% | +13.0% |
| All | +134.9% | -1.4% | +136.2% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling