-14.2%
PL vs AS
0.0%
-14.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -9.9% |
| 7D | -20.5% | +7.1% | -27.7% | -21.2% |
| 30D | -38.8% | +12.8% | -51.6% | -39.7% |
| 3M | -49.1% | -14.7% | -34.4% | -47.9% |
| 6M | -69.4% | -9.9% | -59.4% | -69.0% |
| YTD | -42.3% | -16.1% | -26.2% | -40.2% |
| 1Y | -14.2% | +0.2% | -14.3% | -20.6% |
| All | -14.2% | 0.0% | -14.2% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling