+5,976.4%
SO vs AA
+295.2%
+5,681.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -4.6% | +5.0% | -9.6% | -5.1% |
| 3M | -3.0% | -35.8% | +32.8% | +0.3% |
| 6M | -8.3% | -18.4% | +10.1% | -7.4% |
| YTD | +3.5% | -5.5% | +9.0% | +2.9% |
| 1Y | -0.9% | +61.0% | -61.9% | -6.5% |
| 3Y | +45.4% | +66.2% | -20.9% | +33.3% |
| 5Y | +59.6% | +11.4% | +48.2% | +47.0% |
| 10Y | +156.6% | +116.9% | +39.7% | +99.6% |
| All | +5,976.4% | +295.2% | +5,681.2% | +3,668.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 all: compounded portfolio wealth divided by compounded AA 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…
all analysis · Full analysis span regression · 6 months rolling