+94.5%
MO vs AA
+73.4%
+21.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.2% |
| 7D | -1.0% | -5.4% | +4.4% | -1.1% |
| 30D | +5.8% | -10.7% | +16.5% | +5.6% |
| 3M | -4.5% | -26.2% | +21.6% | -4.6% |
| 6M | +5.7% | -20.9% | +26.7% | +5.5% |
| YTD | +23.1% | -8.6% | +31.8% | +22.6% |
| 1Y | +10.9% | +57.4% | -46.5% | +9.8% |
| All | +94.5% | +73.4% | +21.1% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling