-13.6%
SKDD vs AS
-7.8%
-5.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.1% | +5.2% | +3.6% |
| 7D | +28.7% | +13.8% | +14.9% | +9.0% |
| 30D | +54.1% | +16.7% | +37.4% | +24.4% |
| 3M | -22.7% | -11.5% | -11.2% | +26.1% |
| All | -13.6% | -7.8% | -5.8% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling