+171.2%
B vs AS
+134.9%
+36.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | +9.6% | +6.9% | +2.7% | +8.4% |
| 30D | +3.5% | +16.0% | -12.5% | +1.1% |
| 3M | -1.6% | -12.8% | +11.3% | +0.4% |
| 6M | -1.7% | -15.4% | +13.7% | +0.5% |
| YTD | -5.3% | -15.7% | +10.4% | -3.5% |
| 1Y | +27.2% | +6.1% | +21.1% | +27.0% |
| All | +171.2% | +134.9% | +36.4% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling