+1,443.6%
IT vs A
+566.3%
+877.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.5% |
| 7D | -18.8% | +4.8% | -23.6% | -20.1% |
| 30D | -0.1% | +5.6% | -5.7% | -2.1% |
| 3M | +2.9% | +23.6% | -20.7% | -4.3% |
| 6M | +20.4% | +56.4% | -36.0% | +3.2% |
| YTD | -24.3% | +33.4% | -57.7% | -31.8% |
| 1Y | -17.2% | +23.7% | -40.9% | -23.6% |
| 3Y | -52.4% | +71.0% | -123.4% | -61.0% |
| 5Y | -43.7% | +16.8% | -60.6% | -48.4% |
| 10Y | +90.3% | +323.8% | -233.5% | +17.8% |
| All | +1,443.6% | +566.3% | +877.3% | +683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling