+5,387.7%
O vs AA
+196.3%
+5,191.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -1.9% | +5.0% | -6.9% | -3.0% |
| 3M | +3.8% | -35.8% | +39.7% | +11.7% |
| 6M | -4.7% | -18.4% | +13.6% | -2.9% |
| YTD | +12.5% | -5.5% | +18.0% | +10.7% |
| 1Y | +10.8% | +61.0% | -50.1% | -2.5% |
| 3Y | +28.8% | +66.2% | -37.4% | +6.2% |
| 5Y | +13.2% | +11.4% | +1.8% | -6.3% |
| 10Y | +53.5% | +116.9% | -63.4% | -9.7% |
| All | +5,387.7% | +196.3% | +5,191.4% | +2,744.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling