+69.6%
D vs AS
+139.2%
-69.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.1% | -0.7% | +4.3% |
| 7D | +8.5% | +13.8% | -5.3% | +8.1% |
| 30D | +14.3% | +16.7% | -2.4% | +13.7% |
| 3M | +1.8% | -11.5% | +13.3% | +2.1% |
| 6M | +13.0% | -5.5% | +18.6% | +13.1% |
| YTD | +22.7% | -14.2% | +36.9% | +23.1% |
| 1Y | +22.6% | +2.1% | +20.5% | +22.1% |
| All | +69.6% | +139.2% | -69.5% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling