+5,283.0%
O vs AA
+148.7%
+5,134.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | -0.3% |
| 7D | +3.3% | +4.8% | -1.5% | +2.4% |
| 30D | +10.3% | -0.6% | +11.0% | +10.3% |
| 3M | -3.5% | -16.3% | +12.8% | -0.7% |
| 6M | -1.3% | -33.4% | +32.1% | +4.8% |
| YTD | +10.3% | -20.7% | +31.0% | +11.9% |
| 1Y | +10.4% | +12.9% | -2.5% | +4.1% |
| 3Y | +40.0% | +75.7% | -35.7% | +14.1% |
| 5Y | +12.4% | -6.8% | +19.2% | -3.3% |
| 10Y | +78.2% | +53.6% | +24.6% | +13.2% |
| All | +5,283.0% | +148.7% | +5,134.3% | +2,774.5% |
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