-49.3%
COMP vs A
+41.4%
-90.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.3% |
| 7D | 0.0% | -0.5% | +0.5% | +0.5% |
| 30D | +16.6% | 0.0% | +16.6% | +16.9% |
| 3M | -23.5% | +16.7% | -40.2% | -32.9% |
| 6M | +25.7% | +54.8% | -29.1% | -15.1% |
| YTD | -3.4% | +28.8% | -32.2% | -24.1% |
| 1Y | +7.6% | +19.3% | -11.7% | -9.7% |
| 3Y | +423.6% | +65.5% | +358.1% | +193.9% |
| 5Y | -10.6% | +12.1% | -22.7% | -26.0% |
| All | -49.3% | +41.4% | -90.8% | -62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling