+250.4%
NET vs AS
+120.4%
+130.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.5% | -3.0% |
| 7D | -7.0% | -4.9% | -2.1% | -5.6% |
| 30D | -4.8% | -19.6% | +14.8% | +1.5% |
| 3M | +3.8% | -14.4% | +18.2% | +8.1% |
| 6M | +50.0% | -20.1% | +70.2% | +58.6% |
| YTD | +41.5% | -20.9% | +62.4% | +49.9% |
| 1Y | +32.8% | -21.9% | +54.7% | +40.8% |
| All | +250.4% | +120.4% | +130.1% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling