+18.9%
COMP vs AS
-21.9%
+40.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.0% | -2.1% |
| 7D | +1.4% | -4.9% | +6.3% | +5.1% |
| 30D | -13.3% | -19.6% | +6.3% | +1.6% |
| 3M | +41.1% | -14.4% | +55.5% | +57.7% |
| 6M | +17.2% | -20.1% | +37.3% | +35.2% |
| YTD | +5.2% | -20.9% | +26.1% | +22.5% |
| 1Y | +18.9% | -21.9% | +40.8% | +51.8% |
| All | +18.9% | -21.9% | +40.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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