+44.9%
C vs AS
-21.9%
+66.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.2% |
| 7D | +3.6% | -4.9% | +8.5% | +4.9% |
| 30D | +0.1% | -19.6% | +19.7% | +5.8% |
| 3M | +2.4% | -14.4% | +16.8% | +5.9% |
| 6M | +24.9% | -20.1% | +45.1% | +30.5% |
| YTD | +19.8% | -20.9% | +40.7% | +25.8% |
| 1Y | +44.9% | -21.9% | +66.7% | +48.9% |
| All | +44.9% | -21.9% | +66.8% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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