+6.6%
O vs AA
+58.8%
-52.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | -2.3% | -0.6% | -1.6% | -2.3% |
| 30D | -2.4% | -1.6% | -0.9% | -2.5% |
| 3M | -0.6% | -29.8% | +29.2% | -0.2% |
| 6M | -5.0% | -16.6% | +11.6% | -5.2% |
| YTD | +10.4% | -4.0% | +14.4% | +9.1% |
| 1Y | +6.6% | +63.5% | -57.0% | +2.7% |
| All | +6.6% | +58.8% | -52.3% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling