+30.7%
PM vs AS
-0.1%
+30.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.1% |
| 7D | -7.1% | -3.0% | -4.0% | -7.0% |
| 30D | -2.8% | +9.6% | -12.3% | -2.9% |
| 3M | +6.3% | -8.2% | +14.5% | +6.6% |
| 6M | +9.6% | -9.9% | +19.6% | +10.0% |
| YTD | +25.6% | -16.8% | +42.4% | +25.6% |
| All | +30.7% | -0.1% | +30.8% | +26.9% |
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