+94.6%
NDAQ vs AS
+134.9%
-40.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.8% | +6.9% | -6.1% | -0.1% |
| 30D | +16.5% | +16.0% | +0.5% | +14.0% |
| 3M | +13.5% | -12.8% | +26.3% | +15.5% |
| 6M | +20.9% | -15.4% | +36.3% | +23.4% |
| YTD | +11.4% | -15.7% | +27.1% | +13.4% |
| 1Y | +25.9% | +6.1% | +19.9% | +24.0% |
| All | +94.6% | +134.9% | -40.3% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling