+46.4%
RF vs A
+11.8%
+34.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | +7.3% | 0.0% | +7.3% | +7.2% |
| 3M | -7.9% | +16.7% | -24.6% | -13.4% |
| 6M | +10.5% | +54.8% | -44.3% | -7.7% |
| YTD | +9.6% | +28.8% | -19.2% | -1.7% |
| 1Y | +20.3% | +19.3% | +1.0% | +11.3% |
| 3Y | +119.5% | +65.5% | +54.0% | +71.2% |
| All | +46.4% | +11.8% | +34.6% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling