+19.3%
RF vs A
+22.0%
-2.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +0.3% | +1.4% | -1.0% | +0.2% |
| 30D | +6.2% | +4.3% | +1.9% | +5.5% |
| 3M | -7.8% | +19.8% | -27.6% | -10.6% |
| 6M | +5.9% | +54.4% | -48.4% | -3.1% |
| YTD | +9.0% | +31.7% | -22.7% | +6.4% |
| 1Y | +19.3% | +22.4% | -3.2% | +20.5% |
| All | +19.3% | +22.0% | -2.7% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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