+3.9%
P vs A
+20.8%
-16.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.2% |
| 7D | -23.8% | -0.1% | -23.7% | -23.7% |
| 30D | -36.6% | +3.4% | -40.0% | -36.5% |
| 3M | +10.9% | +23.8% | -13.0% | +11.6% |
| 6M | +30.0% | +49.0% | -19.0% | +36.2% |
| YTD | +44.4% | +29.4% | +15.0% | +59.8% |
| 1Y | +3.9% | +19.4% | -15.4% | +16.5% |
| All | +3.9% | +20.8% | -16.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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