-20.1%
AS vs S
+49.9%
-70.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | -4.9% | -7.7% | +2.8% | -4.4% |
| 30D | -19.6% | -5.3% | -14.3% | -19.4% |
| 3M | -14.4% | +20.3% | -34.6% | -15.2% |
| 6M | -20.1% | +47.4% | -67.5% | -21.3% |
| All | -20.1% | +49.9% | -70.0% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling