+137.8%
AS vs MDY
+39.3%
+98.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | +4.5% | 0.0% | +4.5% | +4.4% |
| 30D | +13.2% | +1.0% | +12.3% | +11.7% |
| 3M | -11.9% | -4.1% | -7.8% | -7.0% |
| 6M | -11.6% | +0.6% | -12.2% | -12.7% |
| YTD | -14.7% | +12.9% | -27.6% | -27.2% |
| 1Y | +5.7% | +14.6% | -8.9% | -11.6% |
| All | +137.8% | +39.3% | +98.4% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling