+133.7%
AS vs FTV
+11.6%
+122.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | +0.4% |
| 7D | +7.1% | -0.6% | +7.8% | +7.6% |
| 30D | +12.8% | +13.0% | -0.2% | +4.4% |
| 3M | -14.7% | +6.8% | -21.5% | -18.4% |
| 6M | -9.9% | +8.0% | -18.0% | -15.0% |
| YTD | -16.1% | +18.9% | -35.0% | -27.1% |
| 1Y | +0.2% | +30.8% | -30.7% | -19.9% |
| All | +133.7% | +11.6% | +122.1% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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