+23.1%
Q vs AS
-3.7%
+26.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | +0.3% | +6.9% | -6.6% | -2.1% |
| 30D | -9.8% | +16.0% | -25.8% | -14.8% |
| 3M | -12.2% | -12.8% | +0.6% | -7.6% |
| 6M | -21.6% | -15.4% | -6.2% | -16.7% |
| YTD | +43.6% | -15.7% | +59.3% | +47.7% |
| 1Y | +25.7% | +6.1% | +19.6% | +26.3% |
| All | +23.1% | -3.7% | +26.8% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling