-16.6%
IT vs A
+21.4%
-38.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -6.8% | -0.1% | -6.7% | -6.8% |
| 30D | -0.6% | +3.3% | -3.8% | -1.6% |
| 3M | +3.1% | +18.5% | -15.5% | -2.6% |
| 6M | +25.5% | +59.3% | -33.8% | +7.1% |
| YTD | -23.5% | +31.0% | -54.5% | -25.2% |
| 1Y | -16.6% | +19.3% | -36.0% | -14.7% |
| All | -16.6% | +21.4% | -38.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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