+31.0%
F vs AS
-21.9%
+52.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.7% |
| 7D | +5.3% | -4.9% | +10.2% | +6.5% |
| 30D | +4.6% | -19.6% | +24.2% | +9.7% |
| 3M | -3.7% | -14.4% | +10.7% | -0.6% |
| 6M | +16.8% | -20.1% | +36.9% | +20.7% |
| YTD | +15.3% | -20.9% | +36.2% | +19.0% |
| 1Y | +31.0% | -21.9% | +52.9% | +35.2% |
| All | +31.0% | -21.9% | +52.9% | +35.2% |
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 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