+83.0%
PL vs A
+14.1%
+69.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.6% |
| 7D | -9.3% | -1.9% | -7.4% | -8.3% |
| 30D | -18.9% | +6.9% | -25.8% | -21.9% |
| 3M | -58.4% | +9.2% | -67.6% | -60.6% |
| 6M | -30.3% | +25.7% | -56.0% | -40.3% |
| YTD | -8.1% | +11.5% | -19.6% | -15.8% |
| 1Y | +180.5% | +18.4% | +162.1% | +145.0% |
| 3Y | +444.1% | +26.6% | +417.5% | +344.1% |
| 5Y | +83.0% | -12.8% | +95.8% | +72.4% |
| All | +83.0% | +14.1% | +69.0% | +71.9% |
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 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