-31.1%
IT vs A
+13.9%
-45.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -9.1% | -4.4% | -4.7% | -8.0% |
| 30D | -12.2% | -2.7% | -9.5% | -11.6% |
| 3M | +7.8% | +7.0% | +0.8% | +6.0% |
| 6M | +2.0% | +24.6% | -22.6% | -3.9% |
| YTD | -32.7% | +7.0% | -39.8% | -32.3% |
| 1Y | -31.1% | +15.6% | -46.7% | -28.6% |
| All | -31.1% | +13.9% | -45.0% | -28.6% |
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