-3.8%
AS vs S
+29.4%
-33.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -2.4% |
| 7D | -3.6% | +4.1% | -7.7% | -3.8% |
| 30D | +3.4% | -7.2% | +10.6% | +3.7% |
| 3M | -8.6% | 0.0% | -8.6% | -9.1% |
| 6M | -10.0% | +41.6% | -51.7% | -14.7% |
| YTD | -19.2% | +48.6% | -67.8% | -24.3% |
| 1Y | -3.8% | +30.0% | -33.8% | -8.1% |
| All | -3.8% | +29.4% | -33.2% | -8.1% |
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