+29.4%
B vs A
+24.4%
+5.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.1% |
| 7D | +1.1% | -2.4% | +3.5% | +1.7% |
| 30D | +0.3% | +3.6% | -3.3% | -0.4% |
| 3M | +5.4% | +27.5% | -22.0% | 0.0% |
| 6M | +5.5% | +58.5% | -53.0% | -5.2% |
| YTD | -6.3% | +31.2% | -37.5% | -9.8% |
| 1Y | +29.4% | +22.2% | +7.2% | +28.1% |
| All | +29.4% | +24.4% | +5.0% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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