+0.2%
AS vs S
+27.1%
-27.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.8% | +6.5% | -1.7% |
| 7D | +7.1% | -16.7% | +23.8% | +8.3% |
| 30D | +12.8% | -17.0% | +29.8% | +14.1% |
| 3M | -14.7% | +2.0% | -16.7% | -15.7% |
| 6M | -9.9% | +35.1% | -45.0% | -14.5% |
| YTD | -16.1% | +42.8% | -58.9% | -21.4% |
| 1Y | +0.2% | +27.7% | -27.6% | -5.1% |
| All | +0.2% | +27.1% | -27.0% | -5.1% |
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