-9.9%
AS vs Z
-31.8%
+21.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.6% | +8.4% | +0.7% |
| 7D | +7.1% | -2.3% | +9.4% | +7.5% |
| 30D | +12.8% | +9.4% | +3.5% | +9.3% |
| 3M | -14.7% | -16.1% | +1.4% | -11.3% |
| 6M | -9.9% | -30.4% | +20.5% | +4.9% |
| All | -9.9% | -31.8% | +21.9% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling