+211.6%
C vs A
+68.2%
+143.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -0.4% | +1.4% | -1.7% | -0.7% |
| 30D | -5.2% | +4.3% | -9.5% | -6.3% |
| 3M | -9.1% | +19.8% | -28.9% | -14.1% |
| 6M | -1.6% | +54.4% | -56.0% | -15.3% |
| YTD | +6.9% | +31.7% | -24.8% | -2.7% |
| 1Y | +23.0% | +22.4% | +0.5% | +14.8% |
| All | +211.6% | +68.2% | +143.3% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling