+449.6%
P vs A
+434.1%
+15.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.0% | -13.4% | -14.5% |
| 7D | -31.9% | -5.2% | -26.7% | -29.3% |
| 30D | -36.5% | +1.4% | -38.0% | -36.7% |
| 3M | +11.6% | +21.9% | -10.3% | -0.3% |
| 6M | +25.2% | +46.7% | -21.5% | -3.8% |
| YTD | +39.4% | +27.2% | +12.3% | +16.9% |
| 1Y | -3.7% | +17.9% | -21.6% | -15.3% |
| 3Y | +167.3% | +61.1% | +106.2% | +84.0% |
| 5Y | +237.3% | +13.8% | +223.5% | +184.4% |
| 10Y | +698.6% | +318.8% | +379.8% | +220.3% |
| All | +449.6% | +434.1% | +15.6% | +162.8% |
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