+16.4%
B vs ALL
+32.6%
-16.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.9% | -9.0% | -5.1% |
| 7D | +7.1% | -0.1% | +7.3% | +7.2% |
| 30D | -3.3% | +13.8% | -17.1% | +1.7% |
| 3M | -2.5% | -2.8% | +0.2% | -3.7% |
| 6M | -7.2% | +23.7% | -30.9% | +2.7% |
| YTD | -7.4% | +27.3% | -34.6% | +3.8% |
| 1Y | +16.4% | +30.5% | -14.1% | +29.3% |
| All | +16.4% | +32.6% | -16.2% | +29.3% |
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