+0.1%
IR vs AS
+133.7%
-133.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.2% |
| 7D | +2.3% | +7.1% | -4.8% | +0.5% |
| 30D | +3.3% | +12.8% | -9.5% | +0.2% |
| 3M | -9.0% | -14.7% | +5.7% | -5.7% |
| 6M | +8.0% | -9.9% | +18.0% | +10.3% |
| YTD | +3.4% | -16.1% | +19.5% | +6.8% |
| 1Y | +4.5% | +0.2% | +4.3% | +3.5% |
| All | +0.1% | +133.7% | -133.6% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling