+125.3%
AS vs RRX
+36.2%
+89.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -3.6% | +12.6% | -16.2% | -7.9% |
| 30D | +3.4% | +10.6% | -7.2% | -1.4% |
| 3M | -8.6% | +4.6% | -13.2% | -11.1% |
| 6M | -10.0% | -13.6% | +3.6% | -8.0% |
| YTD | -19.2% | +29.4% | -48.6% | -33.0% |
| 1Y | -3.8% | +31.9% | -35.7% | -21.3% |
| All | +125.3% | +36.2% | +89.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling