+18.0%
Q vs AS
+3.3%
+14.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.9% |
| 7D | -3.3% | +13.8% | -17.0% | -7.9% |
| 30D | -9.7% | +16.7% | -26.4% | -14.9% |
| 3M | -16.1% | -11.5% | -4.6% | -12.2% |
| 6M | -15.7% | -5.5% | -10.2% | -15.6% |
| YTD | +45.7% | -14.2% | +59.9% | +48.7% |
| 1Y | +18.0% | +2.1% | +15.9% | +15.8% |
| All | +18.0% | +3.3% | +14.7% | +15.8% |
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