-17.1%
IT vs AS
-3.0%
-14.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.6% |
| 7D | -3.7% | -3.6% | 0.0% | -3.1% |
| 30D | -3.1% | +3.4% | -6.5% | -3.7% |
| 3M | +6.3% | -8.6% | +14.9% | +7.4% |
| 6M | +24.8% | -10.0% | +34.8% | +26.3% |
| YTD | -24.4% | -19.2% | -5.2% | -20.4% |
| 1Y | -17.1% | -3.8% | -13.3% | -11.2% |
| All | -17.1% | -3.0% | -14.1% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling