+120.4%
AS vs Z
-39.7%
+160.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.3% |
| 7D | -4.9% | -3.0% | -1.9% | -4.0% |
| 30D | -19.6% | -4.2% | -15.4% | -18.8% |
| 3M | -14.4% | -3.7% | -10.7% | -14.1% |
| 6M | -20.1% | -24.5% | +4.4% | -13.1% |
| YTD | -20.9% | -49.3% | +28.4% | -1.7% |
| 1Y | -21.9% | -58.7% | +36.8% | +3.9% |
| All | +120.4% | -39.7% | +160.1% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling