-16.3%
COMP vs A
+26.6%
-43.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.8% | +7.4% |
| 7D | +9.5% | -2.4% | +11.9% | +10.6% |
| 30D | +8.1% | +3.6% | +4.5% | +6.6% |
| 3M | -16.3% | +27.5% | -43.8% | -27.5% |
| All | -16.3% | +26.6% | -43.0% | -27.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling