-50.2%
COMP vs A
+40.7%
-90.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.4% |
| 7D | +8.9% | +0.7% | +8.2% | +8.5% |
| 30D | +14.0% | +0.8% | +13.1% | +13.5% |
| 3M | -21.1% | +16.9% | -38.0% | -30.9% |
| 6M | +20.1% | +53.8% | -33.7% | -18.4% |
| YTD | -5.0% | +28.1% | -33.1% | -25.0% |
| 1Y | +5.7% | +15.0% | -9.4% | -8.4% |
| 3Y | +412.2% | +63.1% | +349.1% | +191.8% |
| 5Y | -12.1% | +11.5% | -23.5% | -26.9% |
| All | -50.2% | +40.7% | -90.8% | -63.0% |
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