+18.2%
D vs AS
+0.9%
+17.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +3.0% | +6.9% | -4.0% | +2.8% |
| 30D | +11.5% | +16.0% | -4.5% | +11.2% |
| 3M | +3.7% | -12.8% | +16.6% | +3.8% |
| 6M | +13.5% | -15.4% | +28.9% | +13.6% |
| YTD | +20.7% | -15.7% | +36.5% | +20.6% |
| 1Y | +18.2% | +6.1% | +12.2% | +18.3% |
| All | +18.2% | +0.9% | +17.3% | +18.3% |
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