+469.1%
P vs A
+443.3%
+25.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.5% |
| 7D | -23.8% | -0.1% | -23.7% | -23.5% |
| 30D | -36.6% | +3.4% | -40.0% | -37.5% |
| 3M | +10.9% | +23.8% | -13.0% | -1.8% |
| 6M | +30.0% | +49.0% | -19.0% | -1.1% |
| YTD | +44.4% | +29.4% | +15.0% | +19.8% |
| 1Y | +3.9% | +19.4% | -15.4% | -9.2% |
| 3Y | +176.6% | +66.2% | +110.4% | +86.7% |
| 5Y | +249.3% | +15.8% | +233.5% | +191.5% |
| 10Y | +726.9% | +326.1% | +400.8% | +228.3% |
| All | +469.1% | +443.3% | +25.8% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling