+25.8%
C vs A
+21.4%
+4.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -5.3% | +3.3% | -8.6% | -5.8% |
| 3M | -8.0% | +18.5% | -26.6% | -10.7% |
| 6M | -0.3% | +59.3% | -59.6% | -10.9% |
| YTD | +8.6% | +31.0% | -22.4% | +3.9% |
| 1Y | +25.8% | +19.3% | +6.5% | +24.5% |
| All | +25.8% | +21.4% | +4.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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