+992.7%
C vs AA
+204.6%
+788.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.3% | +0.3% | -2.9% |
| 7D | -5.3% | -3.7% | -1.6% | -3.8% |
| 30D | -7.3% | -10.8% | +3.4% | -3.1% |
| 3M | -13.5% | -19.1% | +5.6% | -6.7% |
| 6M | -6.5% | -38.7% | +32.2% | +10.6% |
| YTD | +3.6% | -27.1% | +30.7% | +11.2% |
| 1Y | +18.9% | +8.3% | +10.6% | +7.7% |
| 3Y | +205.0% | +49.6% | +155.4% | +117.5% |
| 5Y | +109.4% | -15.5% | +124.9% | +64.6% |
| 10Y | +232.9% | +60.9% | +172.1% | +48.8% |
| All | +992.7% | +204.6% | +788.1% | +161.5% |
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