+32.8%
NET vs AS
-21.9%
+54.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.5% | -2.8% |
| 7D | -7.0% | -4.9% | -2.1% | -5.8% |
| 30D | -4.8% | -19.6% | +14.8% | +0.1% |
| 3M | +3.8% | -14.4% | +18.2% | +7.3% |
| 6M | +50.0% | -20.1% | +70.2% | +56.9% |
| YTD | +41.5% | -20.9% | +62.4% | +48.4% |
| 1Y | +32.8% | -21.9% | +54.7% | +44.8% |
| All | +32.8% | -21.9% | +54.7% | +44.8% |
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