+56.8%
DOW vs AS
-3.0%
+59.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.7% | +1.1% |
| 7D | +3.7% | -3.6% | +7.3% | +2.8% |
| 30D | +16.3% | +3.4% | +12.9% | +17.5% |
| 3M | +9.7% | -8.6% | +18.3% | +7.8% |
| 6M | -14.1% | -10.0% | -4.0% | -15.4% |
| YTD | +46.6% | -19.2% | +65.8% | +43.9% |
| 1Y | +56.8% | -3.8% | +60.6% | +54.5% |
| All | +56.8% | -3.0% | +59.8% | +54.5% |
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 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