+291.3%
IR vs AA
+69.6%
+221.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -15.1% | +5.0% | -20.1% | -16.6% |
| 3M | +6.1% | -35.8% | +41.9% | +18.4% |
| 6M | -16.8% | -18.4% | +1.6% | -14.3% |
| YTD | -3.5% | -5.5% | +1.9% | -5.5% |
| 1Y | -3.5% | +61.0% | -64.5% | -20.0% |
| 3Y | +9.5% | +66.2% | -56.7% | -15.5% |
| 5Y | +45.1% | +11.4% | +33.7% | +13.1% |
| All | +291.3% | +69.6% | +221.7% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling