+134.9%
AS vs Z
-48.5%
+183.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | +6.9% | -4.6% | +11.5% | +8.3% |
| 30D | +16.0% | +8.3% | +7.7% | +12.0% |
| 3M | -12.8% | -11.6% | -1.2% | -10.4% |
| 6M | -15.4% | -33.6% | +18.3% | -4.4% |
| YTD | -15.7% | -56.7% | +40.9% | +9.4% |
| 1Y | +6.1% | -59.1% | +65.2% | +39.9% |
| All | +134.9% | -48.5% | +183.3% | +192.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling