+10.6%
O vs AS
+0.9%
+9.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +3.7% | +6.9% | -3.2% | +3.4% |
| 30D | +11.2% | +16.0% | -4.8% | +10.7% |
| 3M | -4.0% | -12.8% | +8.9% | -3.9% |
| 6M | -5.2% | -15.4% | +10.1% | -5.3% |
| YTD | +9.5% | -15.7% | +25.2% | +9.0% |
| 1Y | +10.6% | +6.1% | +4.5% | +11.2% |
| All | +10.6% | +0.9% | +9.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling