+120.4%
AS vs SM
+5.2%
+115.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.9% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -19.6% | +26.3% | -45.9% | -22.3% |
| 3M | -14.4% | +8.7% | -23.1% | -15.8% |
| 6M | -20.1% | +51.7% | -71.8% | -29.3% |
| YTD | -20.9% | +99.0% | -120.0% | -35.9% |
| 1Y | -21.9% | +34.6% | -56.4% | -28.5% |
| All | +120.4% | +5.2% | +115.2% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling