-57.6%
IT vs AS
+133.7%
-191.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.0% |
| 7D | -12.0% | +7.1% | -19.1% | -13.0% |
| 30D | +7.1% | +12.8% | -5.7% | +5.0% |
| 3M | +6.3% | -14.7% | +21.0% | +8.8% |
| 6M | +32.5% | -9.9% | +42.4% | +34.2% |
| YTD | -21.5% | -16.1% | -5.3% | -19.7% |
| 1Y | -16.5% | +0.2% | -16.6% | -17.1% |
| All | -57.6% | +133.7% | -191.3% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling