-6.6%
IR vs AS
+120.4%
-127.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.4% |
| 7D | -2.8% | -4.9% | +2.1% | -1.6% |
| 30D | -15.1% | -19.6% | +4.5% | -10.6% |
| 3M | +6.1% | -14.4% | +20.4% | +9.9% |
| 6M | -16.8% | -20.1% | +3.3% | -12.6% |
| YTD | -3.5% | -20.9% | +17.4% | +1.3% |
| 1Y | -3.5% | -21.9% | +18.4% | +1.2% |
| All | -6.6% | +120.4% | -127.0% | -20.5% |
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