+120.4%
AS vs RRX
+22.6%
+97.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -4.9% | +3.4% | -8.3% | -6.2% |
| 30D | -19.6% | -11.1% | -8.5% | -15.9% |
| 3M | -14.4% | -23.7% | +9.3% | -6.9% |
| 6M | -20.1% | -22.0% | +1.9% | -15.1% |
| YTD | -20.9% | +16.5% | -37.4% | -31.1% |
| 1Y | -21.9% | +11.5% | -33.4% | -31.0% |
| All | +120.4% | +22.6% | +97.8% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling