+46.9%
PM vs AA
+13.9%
+33.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.8% |
| 7D | +4.3% | +0.9% | +3.3% | +4.3% |
| 30D | +11.5% | -6.4% | +17.9% | +10.9% |
| 3M | +13.0% | -13.0% | +26.0% | +11.9% |
| 6M | +25.9% | -34.6% | +60.5% | +21.9% |
| YTD | +34.0% | -23.0% | +57.0% | +31.4% |
| 1Y | +46.9% | +16.0% | +30.9% | +48.5% |
| All | +46.9% | +13.9% | +33.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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