+20.1%
COMP vs AS
+3.3%
+16.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.1% | +2.6% | +3.9% |
| 7D | +9.5% | +13.8% | -4.3% | -0.3% |
| 30D | +8.1% | +16.7% | -8.6% | -3.6% |
| 3M | -16.3% | -11.5% | -4.8% | -8.4% |
| 6M | +42.2% | -5.5% | +47.7% | +49.8% |
| YTD | -5.0% | -14.2% | +9.2% | +4.2% |
| 1Y | +20.1% | +2.1% | +18.0% | +27.6% |
| All | +20.1% | +3.3% | +16.8% | +27.6% |
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