+29.4%
B vs AA
+13.9%
+15.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.6% | +7.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | +0.3% | -6.4% | +6.8% | +3.2% |
| 3M | +5.4% | -13.0% | +18.4% | +10.7% |
| 6M | +5.5% | -34.6% | +40.1% | +24.1% |
| YTD | -6.3% | -23.0% | +16.7% | +0.9% |
| 1Y | +29.4% | +16.0% | +13.4% | +15.4% |
| All | +29.4% | +13.9% | +15.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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