+1,426.6%
IT vs A
+557.8%
+868.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -7.5% | +1.4% | -8.9% | -7.9% |
| 30D | -1.2% | +4.3% | -5.5% | -2.7% |
| 3M | -2.2% | +19.8% | -22.0% | -8.1% |
| 6M | +19.1% | +54.4% | -35.3% | +2.4% |
| YTD | -25.1% | +31.7% | -56.8% | -32.3% |
| 1Y | -17.4% | +22.4% | -39.8% | -23.6% |
| 3Y | -54.1% | +67.7% | -121.8% | -62.2% |
| 5Y | -42.7% | +15.7% | -58.4% | -47.3% |
| 10Y | +88.1% | +308.7% | -220.6% | +17.7% |
| All | +1,426.6% | +557.8% | +868.8% | +678.0% |
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 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