-3.5%
IR vs AA
+63.2%
-66.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.8% |
| 30D | -15.1% | +5.0% | -20.1% | -15.7% |
| 3M | +6.1% | -35.8% | +41.9% | +11.1% |
| 6M | -16.8% | -18.4% | +1.6% | -15.8% |
| YTD | -3.5% | -5.5% | +1.9% | -5.1% |
| 1Y | -3.5% | +61.0% | -64.5% | -10.6% |
| All | -3.5% | +63.2% | -66.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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