+392.2%
PL vs AS
+133.7%
+258.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -9.2% |
| 7D | -20.5% | +7.1% | -27.7% | -22.8% |
| 30D | -38.8% | +12.8% | -51.6% | -41.9% |
| 3M | -49.1% | -14.7% | -34.4% | -46.2% |
| 6M | -69.4% | -9.9% | -59.4% | -68.5% |
| YTD | -42.3% | -16.1% | -26.2% | -39.8% |
| 1Y | -14.2% | +0.2% | -14.3% | -18.2% |
| All | +392.2% | +133.7% | +258.5% | +223.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling