+264.0%
SPOT vs AA
+17.8%
+246.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -2.8% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | +12.5% | +5.0% | +7.5% | +11.4% |
| 3M | +9.9% | -35.8% | +45.7% | +17.4% |
| 6M | +1.6% | -18.4% | +20.0% | +3.6% |
| YTD | -6.6% | -5.5% | -1.1% | -7.6% |
| 1Y | -22.9% | +61.0% | -83.9% | -31.1% |
| 3Y | +244.3% | +66.2% | +178.1% | +192.8% |
| 5Y | +117.8% | +11.4% | +106.4% | +90.5% |
| All | +264.0% | +17.8% | +246.2% | +181.3% |
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