-59.5%
IT vs AS
+137.8%
-197.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -7.5% | +4.5% | -12.0% | -8.2% |
| 30D | -1.2% | +13.2% | -14.4% | -3.1% |
| 3M | -2.2% | -11.9% | +9.7% | -0.4% |
| 6M | +19.1% | -11.6% | +30.7% | +21.0% |
| YTD | -25.1% | -14.7% | -10.4% | -23.6% |
| 1Y | -17.4% | +5.7% | -23.1% | -18.7% |
| All | -59.5% | +137.8% | -197.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling