+60.1%
D vs AS
+120.4%
-60.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.5% |
| 7D | +1.5% | -4.9% | +6.4% | +1.6% |
| 30D | -2.6% | -19.6% | +17.0% | -1.9% |
| 3M | 0.0% | -14.4% | +14.4% | +0.4% |
| 6M | +7.4% | -20.1% | +27.5% | +7.9% |
| YTD | +15.9% | -20.9% | +36.8% | +16.5% |
| 1Y | +18.1% | -21.9% | +40.0% | +18.8% |
| All | +60.1% | +120.4% | -60.2% | +60.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling