-8.4%
SKDD vs AS
-13.9%
+5.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.7% |
| 7D | -11.6% | -4.9% | -6.7% | -7.2% |
| 30D | -2.7% | +3.9% | -6.6% | -10.0% |
| 3M | +1.3% | -9.6% | +10.9% | +33.2% |
| All | -8.4% | -13.9% | +5.5% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling