+2.1%
AS vs MDY
+17.5%
-15.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.3% |
| 7D | +13.8% | +1.7% | +12.1% | +11.3% |
| 30D | +16.7% | +1.2% | +15.5% | +14.9% |
| 3M | -11.5% | -3.5% | -8.0% | -7.3% |
| 6M | -5.5% | +3.5% | -9.0% | -10.6% |
| YTD | -14.2% | +13.6% | -27.8% | -26.4% |
| 1Y | +2.1% | +17.1% | -15.0% | -14.3% |
| All | +2.1% | +17.5% | -15.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling