+105.9%
T vs AA
+75.5%
+30.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -2.0% |
| 7D | -1.3% | -0.7% | -0.6% | -1.3% |
| 30D | +11.4% | +5.0% | +6.4% | +11.4% |
| 3M | +14.3% | -35.8% | +50.1% | +13.9% |
| 6M | -9.3% | -18.4% | +9.1% | -9.3% |
| YTD | +7.1% | -5.5% | +12.6% | +7.0% |
| 1Y | -9.1% | +61.0% | -70.1% | -9.8% |
| All | +105.9% | +75.5% | +30.4% | +98.7% |
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