+26.9%
ED vs AS
+120.4%
-93.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.2% |
| 7D | -0.2% | -4.9% | +4.7% | -0.4% |
| 30D | -0.1% | -19.6% | +19.5% | -1.2% |
| 3M | +3.9% | -14.4% | +18.3% | +3.2% |
| 6M | -3.0% | -20.1% | +17.1% | -3.9% |
| YTD | +10.7% | -20.9% | +31.6% | +9.7% |
| 1Y | +13.3% | -21.9% | +35.2% | +12.4% |
| All | +26.9% | +120.4% | -93.5% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling