+151.2%
COMP vs AS
+133.7%
+17.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.3% | -5.9% | -7.2% |
| 7D | -1.8% | +7.1% | -8.9% | -4.5% |
| 30D | -0.8% | +12.8% | -13.6% | -5.7% |
| 3M | -28.1% | -14.7% | -13.4% | -23.3% |
| 6M | +27.0% | -9.9% | +36.9% | +33.5% |
| YTD | -12.8% | -16.1% | +3.4% | -6.1% |
| 1Y | +4.9% | +0.2% | +4.7% | +6.3% |
| All | +151.2% | +133.7% | +17.5% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling