+1,163.5%
C vs AA
+295.2%
+868.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | +3.6% | -0.7% | +4.3% | +3.9% |
| 30D | +0.1% | +5.0% | -4.9% | -2.5% |
| 3M | +2.4% | -35.8% | +38.2% | +20.3% |
| 6M | +24.9% | -18.4% | +43.3% | +30.3% |
| YTD | +19.8% | -5.5% | +25.3% | +16.3% |
| 1Y | +44.9% | +61.0% | -16.1% | +10.7% |
| 3Y | +263.0% | +66.2% | +196.8% | +147.3% |
| 5Y | +129.5% | +11.4% | +118.1% | +59.3% |
| 10Y | +291.6% | +116.9% | +174.7% | +54.2% |
| All | +1,163.5% | +295.2% | +868.4% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling