-49.1%
COMP vs A
+43.9%
-92.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.7% |
| 30D | +16.3% | +3.3% | +13.0% | +13.6% |
| 3M | -19.1% | +18.5% | -37.7% | -29.9% |
| 6M | +17.1% | +59.3% | -42.2% | -22.8% |
| YTD | -2.9% | +31.0% | -34.0% | -24.7% |
| 1Y | +8.8% | +19.3% | -10.5% | -8.6% |
| 3Y | +423.5% | +66.8% | +356.7% | +192.9% |
| 5Y | -10.5% | +15.5% | -26.0% | -27.4% |
| All | -49.1% | +43.9% | -92.9% | -62.9% |
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