+134.9%
AS vs S
-19.7%
+154.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.1% |
| 7D | +6.9% | -13.4% | +20.4% | +10.3% |
| 30D | +16.0% | -14.0% | +30.0% | +19.4% |
| 3M | -12.8% | +4.9% | -17.7% | -15.7% |
| 6M | -15.4% | +42.0% | -57.4% | -25.9% |
| YTD | -15.7% | +45.1% | -60.9% | -27.7% |
| 1Y | +6.1% | +33.1% | -27.0% | -6.9% |
| All | +134.9% | -19.7% | +154.6% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling