-21.9%
AS vs MKTX
-8.5%
-13.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -4.9% | +0.4% | -5.3% | -4.9% |
| 30D | -19.6% | +1.1% | -20.7% | -19.6% |
| 3M | -14.4% | +36.1% | -50.5% | -14.6% |
| 6M | -20.1% | -12.9% | -7.3% | -23.5% |
| YTD | -20.9% | -8.5% | -12.4% | -25.6% |
| 1Y | -21.9% | -7.5% | -14.3% | -27.2% |
| All | -21.9% | -8.5% | -13.4% | -27.2% |
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