-45.2%
C vs A
+535.2%
-580.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.0% | -2.0% | -3.8% |
| 7D | -5.3% | -5.2% | -0.1% | -3.3% |
| 30D | -7.3% | +1.4% | -8.8% | -7.9% |
| 3M | -13.5% | +21.9% | -35.4% | -20.4% |
| 6M | -6.5% | +46.7% | -53.1% | -21.1% |
| YTD | +3.6% | +27.2% | -23.6% | -7.7% |
| 1Y | +18.9% | +17.9% | +1.0% | +9.1% |
| 3Y | +205.0% | +61.1% | +143.8% | +141.1% |
| 5Y | +109.4% | +13.8% | +95.5% | +86.3% |
| 10Y | +232.9% | +318.8% | -85.9% | +77.3% |
| All | -45.2% | +535.2% | -580.4% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling