-21.7%
AS vs MKTX
-11.5%
-10.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | -22.1% | +1.0% | -23.1% | -22.1% |
| 3M | -15.3% | +41.3% | -56.6% | -15.5% |
| 6M | -15.6% | -11.3% | -4.2% | -18.4% |
| YTD | -23.2% | -8.6% | -14.6% | -27.3% |
| 1Y | -21.7% | -11.1% | -10.6% | -27.6% |
| All | -21.7% | -11.5% | -10.2% | -27.6% |
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