-58.7%
IT vs AS
+131.9%
-190.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.6% |
| 7D | -6.8% | -3.0% | -3.8% | -6.4% |
| 30D | -0.6% | +9.6% | -10.1% | -2.0% |
| 3M | +3.1% | -8.2% | +11.2% | +4.3% |
| 6M | +25.5% | -9.9% | +35.4% | +27.1% |
| YTD | -23.5% | -16.8% | -6.7% | -21.6% |
| 1Y | -16.6% | +3.0% | -19.6% | -17.7% |
| All | -58.7% | +131.9% | -190.6% | -63.6% |
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