-32.2%
DOW vs AS
+142.2%
-174.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.7% |
| 7D | -9.4% | +5.8% | -15.3% | -10.0% |
| 30D | +8.9% | +15.4% | -6.4% | +7.1% |
| 3M | +6.7% | -11.9% | +18.6% | +8.3% |
| 6M | -14.2% | -9.9% | -4.3% | -13.5% |
| YTD | +36.9% | -13.1% | +50.0% | +37.8% |
| 1Y | +45.8% | +9.9% | +35.9% | +38.7% |
| All | -32.2% | +142.2% | -174.4% | -43.2% |
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