+2.1%
AS vs Z
-54.2%
+56.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.3% | +2.7% |
| 7D | +13.8% | +10.2% | +3.6% | +11.0% |
| 30D | +16.7% | +23.7% | -7.0% | +10.2% |
| 3M | -11.5% | -6.6% | -5.0% | -10.8% |
| 6M | -5.5% | -23.0% | +17.5% | -0.8% |
| YTD | -14.2% | -50.3% | +36.1% | -3.5% |
| 1Y | +2.1% | -53.6% | +55.7% | +15.0% |
| All | +2.1% | -54.2% | +56.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling