+133.7%
AS vs FIVE
+33.0%
+100.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.0% |
| 7D | +7.1% | -1.7% | +8.8% | +7.7% |
| 30D | +12.8% | +14.9% | -2.1% | +8.1% |
| 3M | -14.7% | +7.6% | -22.4% | -17.0% |
| 6M | -9.9% | +6.4% | -16.4% | -12.6% |
| YTD | -16.1% | +28.1% | -44.2% | -23.2% |
| 1Y | +0.2% | +54.7% | -54.6% | -13.5% |
| All | +133.7% | +33.0% | +100.7% | +57.5% |
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