+27.0%
COMP vs A
+49.4%
-22.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.0% | -5.1% | -7.5% |
| 7D | -1.8% | -5.2% | +3.4% | -0.7% |
| 30D | -0.8% | +1.4% | -2.2% | -0.8% |
| 3M | -28.1% | +21.9% | -50.1% | -30.3% |
| 6M | +27.0% | +46.7% | -19.7% | +22.2% |
| All | +27.0% | +49.4% | -22.4% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling