+55.3%
B vs AA
+62.9%
-7.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -2.8% |
| 7D | +2.3% | +1.7% | +0.7% | +1.6% |
| 30D | +1.4% | +3.3% | -2.0% | -0.5% |
| 3M | +12.2% | -29.4% | +41.6% | +26.7% |
| 6M | -2.1% | -12.8% | +10.7% | +1.3% |
| YTD | +2.9% | -2.1% | +5.1% | +2.2% |
| 1Y | +55.3% | +62.8% | -7.5% | +39.3% |
| All | +55.3% | +62.9% | -7.6% | +39.3% |
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