+48.7%
MAR vs AS
+6.1%
+42.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.1% |
| 7D | +2.9% | +4.5% | -1.6% | +1.6% |
| 30D | +17.0% | +13.2% | +3.8% | +13.3% |
| 3M | +23.2% | -11.9% | +35.1% | +26.7% |
| 6M | +21.7% | -11.6% | +33.3% | +24.5% |
| YTD | +38.9% | -14.7% | +53.6% | +41.2% |
| 1Y | +48.7% | +5.7% | +43.0% | +49.5% |
| All | +48.7% | +6.1% | +42.6% | +49.5% |
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