+8.0%
IR vs AS
-8.7%
+16.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.0% |
| 7D | +2.3% | +7.1% | -4.8% | -0.3% |
| 30D | +3.3% | +12.8% | -9.5% | -1.1% |
| 3M | -9.0% | -14.7% | +5.7% | -3.5% |
| 6M | +8.0% | -9.9% | +18.0% | +11.1% |
| All | +8.0% | -8.7% | +16.7% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling