+152.0%
MAR vs AA
+17.9%
+134.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.9% |
| 7D | -1.7% | +1.7% | -3.4% | -2.0% |
| 30D | -6.9% | +3.3% | -10.2% | -7.7% |
| 3M | -15.8% | -29.4% | +13.6% | -10.8% |
| 6M | +1.9% | -12.8% | +14.8% | +2.5% |
| YTD | +6.6% | -2.1% | +8.7% | +3.8% |
| 1Y | +23.7% | +62.8% | -39.1% | +6.8% |
| 3Y | +64.6% | +90.5% | -25.9% | +30.2% |
| All | +152.0% | +17.9% | +134.1% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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