+120.4%
AS vs ITOT
+62.9%
+57.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +4.1% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | -19.6% | 0.0% | -19.6% | -19.6% |
| 3M | -14.4% | +2.0% | -16.3% | -17.1% |
| 6M | -20.1% | +13.0% | -33.2% | -33.9% |
| YTD | -20.9% | +14.0% | -34.9% | -35.3% |
| 1Y | -21.9% | +19.9% | -41.8% | -40.8% |
| All | +120.4% | +62.9% | +57.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling