+101.8%
GILD vs AS
+107.2%
-5.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | -2.6% | -2.8% | +0.1% | -2.4% |
| 30D | +9.5% | -23.2% | +32.7% | +11.9% |
| 3M | +16.8% | -20.1% | +36.9% | +19.0% |
| 6M | +0.6% | -18.5% | +19.1% | +2.1% |
| YTD | +20.1% | -25.6% | +45.8% | +22.6% |
| 1Y | +29.1% | -24.4% | +53.5% | +31.4% |
| All | +101.8% | +107.2% | -5.4% | +93.6% |
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