-54.2%
COMP vs A
+39.7%
-93.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.0% | -5.1% | -5.8% |
| 7D | -1.8% | -5.2% | +3.4% | +2.5% |
| 30D | -0.8% | +1.4% | -2.2% | -2.0% |
| 3M | -28.1% | +21.9% | -50.1% | -39.4% |
| 6M | +27.0% | +46.7% | -19.7% | -10.6% |
| YTD | -12.8% | +27.2% | -40.0% | -30.9% |
| 1Y | +4.9% | +17.9% | -13.0% | -11.4% |
| 3Y | +321.0% | +61.1% | +259.9% | +142.0% |
| 5Y | -25.6% | +13.8% | -39.4% | -38.8% |
| All | -54.2% | +39.7% | -93.9% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling