+41.7%
MAR vs AS
+120.4%
-78.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.4% | -0.6% |
| 7D | -4.2% | -4.9% | +0.7% | -3.1% |
| 30D | -6.7% | -19.6% | +12.9% | -2.4% |
| 3M | -12.5% | -14.4% | +1.9% | -9.9% |
| 6M | +0.6% | -20.1% | +20.7% | +4.7% |
| YTD | +9.1% | -20.9% | +30.1% | +13.6% |
| 1Y | +26.2% | -21.9% | +48.1% | +31.3% |
| All | +41.7% | +120.4% | -78.7% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling