+25.4%
O vs AS
+133.7%
-108.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.5% |
| 7D | +4.5% | +7.1% | -2.6% | +4.4% |
| 30D | +10.2% | +12.8% | -2.6% | +9.9% |
| 3M | -3.8% | -14.7% | +11.0% | -3.6% |
| 6M | -3.8% | -9.9% | +6.1% | -3.8% |
| YTD | +10.3% | -16.1% | +26.5% | +10.4% |
| 1Y | +11.9% | +0.2% | +11.7% | +11.6% |
| All | +25.4% | +133.7% | -108.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling