+5.7%
AS vs MKTX
-0.8%
+6.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +13.2% | +0.8% | +12.4% | +13.2% |
| 3M | -11.9% | +2.6% | -14.5% | -12.0% |
| 6M | -11.6% | +13.6% | -25.2% | -13.3% |
| YTD | -14.7% | -7.1% | -7.6% | -17.9% |
| 1Y | +5.7% | -0.1% | +5.8% | +4.0% |
| All | +5.7% | -0.8% | +6.5% | +4.0% |
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