+59.6%
T vs AA
+52.9%
+6.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -0.8% |
| 7D | +1.0% | +0.9% | +0.1% | +1.0% |
| 30D | -10.6% | -6.7% | -3.9% | -10.7% |
| 3M | -7.7% | -16.3% | +8.6% | -8.0% |
| 6M | -13.3% | -37.1% | +23.8% | -13.7% |
| YTD | -8.8% | -25.0% | +16.2% | -9.1% |
| 1Y | -8.4% | +8.6% | -17.0% | -8.8% |
| 3Y | +59.6% | +57.2% | +2.4% | +53.7% |
| All | +59.6% | +52.9% | +6.8% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling