+1,381.0%
NET vs AA
+86.6%
+1,294.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.3% | -3.2% |
| 7D | -16.4% | +0.9% | -17.3% | -16.5% |
| 30D | -25.8% | -6.4% | -19.4% | -24.8% |
| 3M | -11.5% | -13.0% | +1.4% | -9.2% |
| 6M | +18.9% | -34.6% | +53.5% | +29.5% |
| YTD | +35.2% | -23.0% | +58.3% | +39.5% |
| 1Y | +14.5% | +16.0% | -1.5% | +6.8% |
| 3Y | +313.8% | +58.0% | +255.8% | +245.0% |
| 5Y | +32.6% | -7.9% | +40.4% | +25.6% |
| All | +1,381.0% | +86.6% | +1,294.4% | +1,230.7% |
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