-7.6%
SPOT vs AS
-3.0%
-4.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -1.1% |
| 7D | -2.6% | -3.6% | +1.0% | -1.8% |
| 30D | +13.5% | +3.4% | +10.1% | +12.6% |
| 3M | +22.2% | -8.6% | +30.8% | +25.0% |
| 6M | +38.3% | -10.0% | +48.3% | +41.8% |
| YTD | +3.1% | -19.2% | +22.2% | +9.1% |
| 1Y | -7.6% | -3.8% | -3.8% | -5.4% |
| All | -7.6% | -3.0% | -4.7% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling