+166.1%
B vs AA
+52.9%
+113.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.3% |
| 7D | +9.6% | +0.9% | +8.7% | +9.3% |
| 30D | +3.5% | -6.7% | +10.2% | +5.6% |
| 3M | -1.6% | -16.3% | +14.8% | +3.2% |
| 6M | -1.7% | -37.1% | +35.4% | +11.3% |
| YTD | -5.3% | -25.0% | +19.7% | +2.0% |
| 1Y | +27.2% | +8.6% | +18.6% | +25.4% |
| 3Y | +166.1% | +57.2% | +108.9% | +124.6% |
| All | +166.1% | +52.9% | +113.2% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling