+25.5%
O vs AS
+137.8%
-112.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | +3.5% | +4.5% | -0.9% | +3.4% |
| 30D | +10.4% | +13.2% | -2.8% | +10.1% |
| 3M | -2.4% | -11.9% | +9.5% | -2.3% |
| 6M | -1.2% | -11.6% | +10.4% | -1.1% |
| YTD | +10.4% | -14.7% | +25.1% | +10.4% |
| 1Y | +11.4% | +5.7% | +5.7% | +11.1% |
| All | +25.5% | +137.8% | -112.3% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling