+70.7%
NI vs AS
+120.4%
-49.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.8% |
| 7D | +2.0% | -4.9% | +6.9% | +2.2% |
| 30D | -3.5% | -19.6% | +16.1% | -2.6% |
| 3M | -9.1% | -14.4% | +5.3% | -8.6% |
| 6M | -11.8% | -20.1% | +8.3% | -11.2% |
| YTD | +1.1% | -20.9% | +22.0% | +1.8% |
| 1Y | +6.7% | -21.9% | +28.6% | +7.4% |
| All | +70.7% | +120.4% | -49.6% | +65.8% |
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 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