+13.7%
COMP vs ACWI
+12.3%
+1.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -6.4% |
| 7D | +7.2% | -0.2% | +7.3% | +8.1% |
| 30D | +6.4% | -3.3% | +9.7% | +15.2% |
| 3M | -19.4% | -3.4% | -16.0% | -12.2% |
| 6M | +14.6% | +0.8% | +13.8% | +13.3% |
| YTD | -5.5% | +10.7% | -16.2% | -21.0% |
| 1Y | +13.7% | +11.6% | +2.0% | -5.9% |
| All | +13.7% | +12.3% | +1.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling