+50.0%
DOW vs AS
-3.7%
+53.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.5% |
| 7D | +5.2% | -4.9% | +10.1% | +4.0% |
| 30D | +13.2% | +3.9% | +9.3% | +14.4% |
| 3M | +10.1% | -9.6% | +19.7% | +8.0% |
| 6M | -13.1% | -8.7% | -4.4% | -14.1% |
| YTD | +46.1% | -19.8% | +66.0% | +43.2% |
| 1Y | +50.0% | -1.5% | +51.6% | +41.4% |
| All | +50.0% | -3.7% | +53.8% | +41.4% |
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