-31.2%
DOW vs AS
+134.9%
-166.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -9.5% | +6.9% | -16.4% | -10.2% |
| 30D | +13.1% | +16.0% | -2.9% | +11.1% |
| 3M | +4.8% | -12.8% | +17.7% | +6.4% |
| 6M | -16.7% | -15.4% | -1.3% | -15.3% |
| YTD | +38.9% | -15.7% | +54.6% | +40.2% |
| 1Y | +48.3% | +6.1% | +42.2% | +41.8% |
| All | -31.2% | +134.9% | -166.1% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling