+3.9%
P vs AS
+0.9%
+3.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.5% |
| 7D | -23.8% | +6.9% | -30.7% | -24.5% |
| 30D | -36.6% | +16.0% | -52.6% | -38.3% |
| 3M | +10.9% | -12.8% | +23.7% | +13.4% |
| 6M | +30.0% | -15.4% | +45.4% | +33.8% |
| YTD | +44.4% | -15.7% | +60.1% | +47.5% |
| 1Y | +3.9% | +6.1% | -2.1% | -3.3% |
| All | +3.9% | +0.9% | +3.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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