+133.7%
AS vs SM
-14.5%
+148.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.9% |
| 7D | +7.1% | -25.1% | +32.3% | +9.7% |
| 30D | +12.8% | -15.6% | +28.4% | +14.0% |
| 3M | -14.7% | +2.7% | -17.4% | -16.6% |
| 6M | -9.9% | -3.8% | -6.1% | -12.2% |
| YTD | -16.1% | +61.8% | -78.0% | -31.2% |
| 1Y | +0.2% | +71.4% | -71.2% | -19.9% |
| All | +133.7% | -14.5% | +148.2% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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