+63.5%
EQT vs AS
+120.4%
-56.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.1% |
| 7D | +1.1% | -4.9% | +6.0% | +1.6% |
| 30D | +7.7% | -19.6% | +27.3% | +9.9% |
| 3M | +0.2% | -14.4% | +14.6% | +1.4% |
| 6M | -9.5% | -20.1% | +10.6% | -7.9% |
| YTD | +3.8% | -20.9% | +24.8% | +5.5% |
| 1Y | +7.8% | -21.9% | +29.6% | +9.4% |
| All | +63.5% | +120.4% | -56.8% | +39.9% |
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