+403.1%
PL vs A
+61.4%
+341.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.0% | -7.1% | -8.8% |
| 7D | -20.5% | -5.2% | -15.4% | -18.5% |
| 30D | -38.8% | +1.4% | -40.2% | -39.0% |
| 3M | -49.1% | +21.9% | -71.0% | -53.1% |
| 6M | -69.4% | +46.7% | -116.0% | -74.4% |
| YTD | -42.3% | +27.2% | -69.5% | -48.3% |
| 1Y | -14.2% | +17.9% | -32.1% | -19.5% |
| All | +403.1% | +61.4% | +341.7% | +302.9% |
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 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