+231.7%
SPOT vs AA
+82.1%
+149.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | +2.2% | -1.6% | +3.7% | +2.2% |
| 3M | +5.4% | -29.8% | +35.2% | +9.4% |
| 6M | -4.0% | -16.6% | +12.6% | -2.8% |
| YTD | -9.9% | -4.0% | -5.9% | -10.7% |
| 1Y | -27.3% | +63.5% | -90.8% | -33.1% |
| All | +231.7% | +82.1% | +149.6% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling