+57.4%
MAR vs A
+24.4%
+33.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.8% |
| 7D | +7.7% | -2.4% | +10.1% | +8.3% |
| 30D | +19.4% | +3.6% | +15.8% | +18.4% |
| 3M | +23.3% | +27.5% | -4.1% | +16.7% |
| 6M | +22.8% | +58.5% | -35.6% | +7.6% |
| YTD | +37.8% | +31.2% | +6.6% | +30.9% |
| 1Y | +57.4% | +22.2% | +35.2% | +56.3% |
| All | +57.4% | +24.4% | +33.0% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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