+33.2%
Q vs AS
-4.9%
+38.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.3% |
| 7D | +6.6% | -3.0% | +9.6% | +7.8% |
| 30D | +2.7% | +9.6% | -6.8% | -0.7% |
| 3M | -8.4% | -8.2% | -0.2% | -5.7% |
| 6M | -17.3% | -9.9% | -7.4% | -15.1% |
| YTD | +55.3% | -16.8% | +72.1% | +60.5% |
| 1Y | +31.5% | +3.0% | +28.5% | +32.9% |
| All | +33.2% | -4.9% | +38.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling