+165.5%
B vs AA
+67.6%
+98.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -7.3% | +0.5% | -7.8% | -7.4% |
| 30D | -3.3% | -0.6% | -2.8% | -3.1% |
| 3M | -7.8% | -19.7% | +11.9% | -1.9% |
| 6M | -15.5% | -41.6% | +26.0% | -2.5% |
| YTD | -12.3% | -24.6% | +12.4% | -5.6% |
| 1Y | +5.4% | +4.9% | +0.5% | +4.7% |
| 3Y | +165.5% | +66.8% | +98.7% | +122.5% |
| All | +165.5% | +67.6% | +98.0% | +122.5% |
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