+228.0%
T vs A
+546.2%
-318.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -10.6% | +3.4% | -14.0% | -11.2% |
| 3M | -7.7% | +23.8% | -31.6% | -11.1% |
| 6M | -13.3% | +49.0% | -62.3% | -19.3% |
| YTD | -8.8% | +29.4% | -38.2% | -13.4% |
| 1Y | -8.4% | +19.4% | -27.8% | -11.9% |
| 3Y | +59.6% | +66.2% | -6.5% | +42.9% |
| 5Y | +52.1% | +15.8% | +36.3% | +43.0% |
| 10Y | +56.9% | +326.1% | -269.2% | +18.1% |
| All | +228.0% | +546.2% | -318.2% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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