+120.4%
AS vs FIVE
+39.1%
+81.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +2.0% |
| 7D | -4.9% | +4.3% | -9.2% | -6.1% |
| 30D | -19.6% | +12.5% | -32.1% | -22.7% |
| 3M | -14.4% | +31.2% | -45.6% | -21.5% |
| 6M | -20.1% | +14.4% | -34.5% | -24.2% |
| YTD | -20.9% | +33.9% | -54.8% | -28.5% |
| 1Y | -21.9% | +65.1% | -86.9% | -33.9% |
| All | +120.4% | +39.1% | +81.3% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling