+234.9%
NET vs AS
+139.2%
+95.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -4.0% |
| 7D | -16.4% | +13.8% | -30.1% | -19.5% |
| 30D | -25.8% | +16.7% | -42.5% | -29.2% |
| 3M | -11.5% | -11.5% | 0.0% | -8.8% |
| 6M | +18.9% | -5.5% | +24.4% | +19.7% |
| YTD | +35.2% | -14.2% | +49.4% | +39.2% |
| 1Y | +14.5% | +2.1% | +12.4% | +11.5% |
| All | +234.9% | +139.2% | +95.8% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling