+120.4%
AS vs MDY
+42.1%
+78.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.4% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | -19.6% | -1.5% | -18.1% | -18.1% |
| 3M | -14.4% | +0.8% | -15.1% | -15.6% |
| 6M | -20.1% | +7.4% | -27.5% | -27.3% |
| YTD | -20.9% | +15.2% | -36.1% | -34.3% |
| 1Y | -21.9% | +16.5% | -38.4% | -36.1% |
| All | +120.4% | +42.1% | +78.2% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling