+763.1%
PM vs AA
-33.3%
+796.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.7% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -3.4% | +5.0% | -8.4% | -4.2% |
| 3M | +5.2% | -35.8% | +41.0% | +10.7% |
| 6M | +3.7% | -18.4% | +22.1% | +5.0% |
| YTD | +15.8% | -5.5% | +21.2% | +14.2% |
| 1Y | +17.4% | +61.0% | -43.6% | +6.7% |
| 3Y | +116.9% | +66.2% | +50.7% | +87.9% |
| 5Y | +117.3% | +11.4% | +105.9% | +89.1% |
| 10Y | +193.8% | +116.9% | +76.9% | +96.2% |
| All | +763.1% | -33.3% | +796.5% | +474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling