+15.8%
Q vs AS
-4.2%
+20.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -6.5% |
| 7D | -10.3% | +7.1% | -17.4% | -12.5% |
| 30D | -17.7% | +12.8% | -30.5% | -21.4% |
| 3M | -18.8% | -14.7% | -4.1% | -13.8% |
| 6M | -24.8% | -9.9% | -14.8% | -22.9% |
| YTD | +35.0% | -16.1% | +51.2% | +39.1% |
| 1Y | +10.7% | +0.2% | +10.6% | +12.0% |
| All | +15.8% | -4.2% | +20.0% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling