-69.4%
PL vs A
+49.4%
-118.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.0% | -7.1% | -9.6% |
| 7D | -20.5% | -5.2% | -15.4% | -19.9% |
| 30D | -38.8% | +1.4% | -40.2% | -38.5% |
| 3M | -49.1% | +21.9% | -71.0% | -48.4% |
| 6M | -69.4% | +46.7% | -116.0% | -67.4% |
| All | -69.4% | +49.4% | -118.8% | -67.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling