-14.2%
PL vs M
+28.8%
-43.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.9% | -4.2% | -9.8% |
| 7D | -20.5% | -2.1% | -18.4% | -20.2% |
| 30D | -38.8% | +7.7% | -46.5% | -38.9% |
| 3M | -49.1% | -4.4% | -44.8% | -48.9% |
| 6M | -69.4% | +27.5% | -96.9% | -69.4% |
| YTD | -42.3% | +12.8% | -55.1% | -42.1% |
| 1Y | -14.2% | +20.7% | -34.9% | -14.8% |
| All | -14.2% | +28.8% | -43.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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