+87.7%
RF vs AS
+120.4%
-32.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.6% | -0.6% |
| 7D | +1.3% | -4.9% | +6.2% | +2.1% |
| 30D | -3.6% | -19.6% | +16.0% | -0.2% |
| 3M | +8.1% | -14.4% | +22.5% | +10.5% |
| 6M | +11.5% | -20.1% | +31.6% | +14.9% |
| YTD | +15.6% | -20.9% | +36.5% | +19.2% |
| 1Y | +15.7% | -21.9% | +37.5% | +19.2% |
| All | +87.7% | +120.4% | -32.7% | +72.2% |
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