-21.9%
AS vs S
+10.1%
-32.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | -4.9% | -7.7% | +2.8% | -4.0% |
| 30D | -19.6% | -5.3% | -14.3% | -19.3% |
| 3M | -14.4% | +20.3% | -34.6% | -16.8% |
| 6M | -20.1% | +47.4% | -67.5% | -25.3% |
| YTD | -20.9% | +32.5% | -53.5% | -24.8% |
| 1Y | -21.9% | +9.5% | -31.4% | -24.7% |
| All | -21.9% | +10.1% | -32.0% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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