+179.8%
SPOT vs AS
+123.4%
+56.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +1.6% | -4.9% | +6.5% | +2.6% |
| 30D | +16.9% | +3.9% | +13.0% | +15.9% |
| 3M | +23.0% | -9.6% | +32.6% | +25.3% |
| 6M | +42.2% | -8.7% | +50.8% | +44.3% |
| YTD | +5.5% | -19.8% | +25.3% | +9.6% |
| 1Y | -5.1% | -1.5% | -3.5% | -5.4% |
| All | +179.8% | +123.4% | +56.4% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling