+120.4%
AS vs TRU
+16.3%
+104.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.9% | +9.5% | +6.0% |
| 7D | -4.9% | -6.8% | +1.9% | -2.3% |
| 30D | -19.6% | 0.0% | -19.6% | -19.9% |
| 3M | -14.4% | +13.3% | -27.7% | -19.5% |
| 6M | -20.1% | +3.4% | -23.6% | -22.3% |
| YTD | -20.9% | -6.4% | -14.6% | -20.5% |
| 1Y | -21.9% | -9.7% | -12.2% | -20.8% |
| All | +120.4% | +16.3% | +104.1% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 all: compounded portfolio wealth divided by compounded TRU 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…
all analysis · Full analysis span regression · 6 months rolling