+381.6%
COMP vs A
+64.2%
+317.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +9.8% |
| 7D | +13.4% | -0.1% | +13.5% | +13.6% |
| 30D | +11.1% | +3.4% | +7.7% | +9.2% |
| 3M | -18.8% | +23.8% | -42.7% | -28.1% |
| 6M | +10.5% | +49.0% | -38.5% | -13.2% |
| YTD | -3.4% | +29.4% | -32.8% | -17.6% |
| 1Y | +19.7% | +19.4% | +0.3% | +7.3% |
| 3Y | +381.6% | +66.2% | +315.4% | +289.6% |
| All | +381.6% | +64.2% | +317.4% | +289.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling