-0.8%
F vs AS
+0.9%
-1.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +1.6% | +6.9% | -5.4% | -0.3% |
| 30D | +2.6% | +16.0% | -13.4% | -1.4% |
| 3M | -8.8% | -12.8% | +4.0% | -5.8% |
| 6M | +4.6% | -15.4% | +20.0% | +8.6% |
| YTD | -1.9% | -15.7% | +13.8% | 0.0% |
| 1Y | -0.8% | +6.1% | -6.8% | -2.0% |
| All | -0.8% | +0.9% | -1.7% | -2.0% |
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