+33.2%
BE vs AS
+6.1%
+27.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.5% | -3.7% |
| 7D | -13.4% | +4.5% | -17.9% | -14.5% |
| 30D | -33.9% | +13.2% | -47.1% | -36.7% |
| 3M | -12.0% | -11.9% | -0.1% | -7.8% |
| 6M | -29.0% | -11.6% | -17.4% | -26.4% |
| YTD | +113.4% | -14.7% | +128.1% | +116.4% |
| 1Y | +33.2% | +5.7% | +27.5% | +25.0% |
| All | +33.2% | +6.1% | +27.1% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling