+2.1%
AS vs MKTX
+5.4%
-3.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.1% |
| 7D | +13.8% | +0.5% | +13.3% | +13.8% |
| 30D | +16.7% | +1.0% | +15.7% | +16.7% |
| 3M | -11.5% | +2.5% | -14.0% | -11.6% |
| 6M | -5.5% | +8.0% | -13.5% | -7.9% |
| YTD | -14.2% | -7.3% | -6.9% | -18.5% |
| 1Y | +2.1% | +4.7% | -2.6% | +3.2% |
| All | +2.1% | +5.4% | -3.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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