+133.7%
AS vs M
+46.6%
+87.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.4% |
| 7D | +7.1% | -2.1% | +9.3% | +7.8% |
| 30D | +12.8% | +7.7% | +5.1% | +10.0% |
| 3M | -14.7% | -4.4% | -10.4% | -13.8% |
| 6M | -9.9% | +27.5% | -37.5% | -17.4% |
| YTD | -16.1% | +12.8% | -28.9% | -20.5% |
| 1Y | +0.2% | +20.7% | -20.6% | -7.3% |
| All | +133.7% | +46.6% | +87.2% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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