+27.2%
B vs ALL
+28.6%
-1.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | -0.9% |
| 7D | +9.6% | -1.9% | +11.5% | +8.9% |
| 30D | +3.5% | +13.8% | -10.3% | +8.7% |
| 3M | -1.6% | -7.0% | +5.4% | -4.3% |
| 6M | -1.7% | +18.0% | -19.7% | +6.6% |
| YTD | -5.3% | +24.2% | -29.5% | +4.4% |
| 1Y | +27.2% | +31.2% | -4.0% | +38.2% |
| All | +27.2% | +28.6% | -1.4% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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