+139.2%
AS vs FIVE
+39.0%
+100.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.7% | -1.6% | +3.1% |
| 7D | +13.8% | +7.5% | +6.3% | +11.3% |
| 30D | +16.7% | +16.7% | 0.0% | +11.2% |
| 3M | -11.5% | +13.4% | -24.9% | -15.2% |
| 6M | -5.5% | +9.0% | -14.6% | -9.0% |
| YTD | -14.2% | +33.8% | -48.0% | -22.5% |
| 1Y | +2.1% | +61.2% | -59.1% | -12.9% |
| All | +139.2% | +39.0% | +100.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling