+17,245.8%
MO vs AA
+215.1%
+17,030.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | +3.3% | +0.5% | +2.8% | +3.2% |
| 30D | +7.5% | -0.6% | +8.1% | +7.5% |
| 3M | +22.8% | -19.7% | +42.4% | +25.6% |
| 6M | +13.4% | -41.6% | +54.9% | +19.6% |
| YTD | +43.0% | -24.6% | +67.6% | +44.8% |
| 1Y | +45.2% | +4.9% | +40.4% | +40.5% |
| 3Y | +145.5% | +66.8% | +78.7% | +113.9% |
| 5Y | +157.1% | -19.4% | +176.5% | +136.7% |
| 10Y | +153.3% | +43.1% | +110.2% | +91.3% |
| All | +17,245.8% | +215.1% | +17,030.7% | +8,249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling