+11.2%
P vs A
+23.5%
-12.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.7% |
| 7D | -9.6% | +4.8% | -14.4% | -10.2% |
| 30D | -33.4% | +5.6% | -39.1% | -33.7% |
| 3M | +14.2% | +23.6% | -9.4% | +14.0% |
| 6M | +31.6% | +56.4% | -24.8% | +36.2% |
| YTD | +53.5% | +33.4% | +20.1% | +68.9% |
| All | +11.2% | +23.5% | -12.3% | +23.9% |
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