+25.7%
NDAQ vs AS
-3.7%
+29.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | +1.3% | -4.9% | +6.1% | +2.0% |
| 30D | +18.0% | +3.9% | +14.1% | +17.2% |
| 3M | +11.5% | -9.6% | +21.1% | +13.1% |
| 6M | +21.1% | -8.7% | +29.7% | +22.6% |
| YTD | +12.8% | -19.8% | +32.6% | +17.0% |
| 1Y | +25.7% | -1.5% | +27.2% | +31.1% |
| All | +25.7% | -3.7% | +29.4% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling