+23.9%
O vs AS
+123.4%
-99.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -0.4% | -4.9% | +4.5% | -0.3% |
| 30D | +7.1% | +3.9% | +3.2% | +7.0% |
| 3M | -5.2% | -9.6% | +4.4% | -5.1% |
| 6M | -1.8% | -8.7% | +6.9% | -1.7% |
| YTD | +9.1% | -19.8% | +28.9% | +9.3% |
| 1Y | +9.7% | -1.5% | +11.2% | +9.5% |
| All | +23.9% | +123.4% | -99.5% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling