-7.4%
T vs AA
+6.6%
-14.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.6% |
| 7D | +2.0% | +1.1% | +0.8% | +2.0% |
| 30D | -1.0% | -1.3% | +0.2% | -1.1% |
| 3M | -8.1% | -23.9% | +15.8% | -9.3% |
| 6M | -8.3% | -36.8% | +28.5% | -9.9% |
| YTD | -6.1% | -22.2% | +16.1% | -6.2% |
| 1Y | -7.4% | +10.4% | -17.7% | -7.9% |
| All | -7.4% | +6.6% | -14.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling