+120.4%
AS vs UUUU
+82.0%
+38.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.7% | +3.5% |
| 7D | -4.9% | -1.4% | -3.5% | -4.7% |
| 30D | -19.6% | +16.3% | -35.9% | -21.3% |
| 3M | -14.4% | -16.7% | +2.3% | -13.0% |
| 6M | -20.1% | -33.7% | +13.5% | -17.3% |
| YTD | -20.9% | -0.5% | -20.5% | -23.3% |
| 1Y | -21.9% | +28.9% | -50.7% | -30.0% |
| All | +120.4% | +82.0% | +38.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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