+1,568.6%
BE vs AS
+139.2%
+1,429.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.1% | -11.5% | -7.7% |
| 7D | -12.1% | +13.8% | -25.9% | -15.4% |
| 30D | -30.1% | +16.7% | -46.8% | -33.1% |
| 3M | -12.1% | -11.5% | -0.6% | -9.7% |
| 6M | -30.6% | -5.5% | -25.1% | -30.4% |
| YTD | +130.6% | -14.2% | +144.8% | +136.8% |
| 1Y | +55.3% | +2.1% | +53.2% | +52.6% |
| All | +1,568.6% | +139.2% | +1,429.4% | +1,330.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling