+26.9%
NDAQ vs A
+22.0%
+5.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +2.9% | +1.4% | +1.5% | +2.7% |
| 30D | +17.5% | +4.3% | +13.2% | +16.7% |
| 3M | +15.4% | +19.8% | -4.3% | +12.0% |
| 6M | +24.6% | +54.4% | -29.8% | +15.9% |
| YTD | +14.4% | +31.7% | -17.3% | +12.1% |
| 1Y | +26.9% | +22.4% | +4.5% | +26.7% |
| All | +26.9% | +22.0% | +5.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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