+147.7%
SPOT vs AS
+120.4%
+27.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.7% | -3.9% |
| 7D | -0.9% | -4.9% | +4.0% | +0.1% |
| 30D | +12.5% | -19.6% | +32.1% | +17.7% |
| 3M | +9.9% | -14.4% | +24.3% | +13.3% |
| 6M | +1.6% | -20.1% | +21.7% | +5.8% |
| YTD | -6.6% | -20.9% | +14.3% | -2.4% |
| 1Y | -22.9% | -21.9% | -1.1% | -19.5% |
| All | +147.7% | +120.4% | +27.4% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling