+200.5%
P vs A
+64.5%
+136.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.2% |
| 7D | +11.6% | -0.5% | +12.1% | +11.8% |
| 30D | -23.7% | 0.0% | -23.7% | -23.3% |
| 3M | -8.0% | +16.7% | -24.7% | -13.1% |
| 6M | +27.9% | +54.8% | -26.9% | +5.6% |
| YTD | +61.2% | +28.8% | +32.3% | +47.0% |
| 1Y | +28.6% | +19.3% | +9.3% | +22.6% |
| 3Y | +200.5% | +65.5% | +134.9% | +145.0% |
| All | +200.5% | +64.5% | +136.0% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling