-9.8%
T vs AA
-0.3%
-9.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | +2.5% | +0.5% | +2.0% | +2.6% |
| 30D | -3.8% | -0.6% | -3.2% | -3.8% |
| 3M | -8.7% | -19.7% | +10.9% | -9.8% |
| 6M | -8.1% | -41.6% | +33.5% | -10.6% |
| YTD | -6.4% | -24.6% | +18.2% | -6.3% |
| 1Y | -9.8% | +4.9% | -14.6% | -8.3% |
| All | -9.8% | -0.3% | -9.4% | -8.3% |
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