+133.7%
AS vs USFR
+13.0%
+120.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +7.1% | +0.1% | +7.0% | +6.8% |
| 30D | +12.8% | +0.4% | +12.4% | +11.5% |
| 3M | -14.7% | +1.1% | -15.8% | -16.7% |
| 6M | -9.9% | +2.0% | -12.0% | -11.8% |
| YTD | -16.1% | +3.4% | -19.5% | -20.0% |
| 1Y | +0.2% | +4.1% | -3.9% | -6.7% |
| All | +133.7% | +13.0% | +120.7% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling