-59.3%
IT vs AS
+134.9%
-194.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -16.9% | +6.9% | -23.8% | -17.8% |
| 30D | +2.3% | +16.0% | -13.7% | -0.1% |
| 3M | +2.9% | -12.8% | +15.7% | +4.9% |
| 6M | +25.9% | -15.4% | +41.2% | +28.7% |
| YTD | -24.6% | -15.7% | -8.9% | -23.0% |
| 1Y | -16.0% | +6.1% | -22.1% | -17.5% |
| All | -59.3% | +134.9% | -194.1% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling