-51.6%
IT vs A
+29.6%
-81.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -9.1% | -4.4% | -4.7% | -7.5% |
| 30D | -12.2% | -2.7% | -9.5% | -11.3% |
| 3M | +7.8% | +7.0% | +0.8% | +4.9% |
| 6M | +2.0% | +24.6% | -22.6% | -7.3% |
| YTD | -32.7% | +7.0% | -39.8% | -34.5% |
| 1Y | -31.1% | +15.6% | -46.7% | -35.4% |
| All | -51.6% | +29.6% | -81.2% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling