+23.1%
F vs AS
+133.7%
-110.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +1.4% | +7.1% | -5.7% | 0.0% |
| 30D | +2.0% | +12.8% | -10.8% | -0.3% |
| 3M | -10.4% | -14.7% | +4.4% | -7.9% |
| 6M | +9.7% | -9.9% | +19.7% | +11.4% |
| YTD | -1.2% | -16.1% | +15.0% | +1.1% |
| 1Y | 0.0% | +0.2% | -0.1% | -0.8% |
| All | +23.1% | +133.7% | -110.6% | +4.9% |
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 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