+22.7%
C vs AA
+9.4%
+13.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | +1.5% |
| 7D | -0.9% | +4.8% | -5.7% | -1.7% |
| 30D | -5.4% | -0.6% | -4.8% | -5.4% |
| 3M | -9.2% | -16.3% | +7.1% | -7.1% |
| 6M | -1.8% | -33.4% | +31.6% | +2.7% |
| YTD | +6.7% | -20.7% | +27.4% | +4.2% |
| All | +22.7% | +9.4% | +13.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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