+21.1%
PL vs A
+15.4%
+5.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.6% | +9.4% |
| 7D | -6.8% | -0.1% | -6.8% | -6.6% |
| 30D | -29.3% | +3.4% | -32.6% | -30.4% |
| 3M | -44.8% | +23.8% | -68.6% | -50.9% |
| 6M | -68.4% | +49.0% | -117.4% | -75.4% |
| YTD | -36.4% | +29.4% | -65.8% | -46.4% |
| 1Y | +0.7% | +19.4% | -18.7% | -10.6% |
| 3Y | +455.3% | +66.2% | +389.1% | +275.9% |
| All | +21.1% | +15.4% | +5.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling