+5,241.4%
O vs AA
+135.1%
+5,106.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.3% |
| 7D | +3.7% | +0.9% | +2.8% | +3.5% |
| 30D | +11.2% | -6.7% | +17.9% | +12.4% |
| 3M | -4.0% | -16.3% | +12.4% | -1.3% |
| 6M | -5.2% | -37.1% | +31.9% | +1.7% |
| YTD | +9.5% | -25.0% | +34.5% | +12.2% |
| 1Y | +10.6% | +8.6% | +2.0% | +5.1% |
| 3Y | +38.1% | +57.2% | -19.1% | +15.1% |
| 5Y | +10.2% | -13.0% | +23.2% | -3.8% |
| 10Y | +71.4% | +65.5% | +5.9% | +6.4% |
| All | +5,241.4% | +135.1% | +5,106.3% | +2,782.7% |
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 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