-17.9%
COMP vs A
+15.4%
-33.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +9.3% |
| 7D | +13.4% | -0.1% | +13.5% | +13.7% |
| 30D | +11.1% | +3.4% | +7.7% | +8.2% |
| 3M | -18.8% | +23.8% | -42.7% | -32.5% |
| 6M | +10.5% | +49.0% | -38.5% | -23.7% |
| YTD | -3.4% | +29.4% | -32.8% | -24.8% |
| 1Y | +19.7% | +19.4% | +0.3% | 0.0% |
| 3Y | +381.6% | +66.2% | +315.4% | +162.2% |
| All | -17.9% | +15.4% | -33.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling