+1,872.1%
T vs AA
+295.2%
+1,577.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.6% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +11.4% | +5.0% | +6.4% | +10.3% |
| 3M | +14.3% | -35.8% | +50.1% | +21.9% |
| 6M | -9.3% | -18.4% | +9.1% | -7.7% |
| YTD | +7.1% | -5.5% | +12.6% | +5.6% |
| 1Y | -9.1% | +61.0% | -70.1% | -18.9% |
| 3Y | +105.3% | +66.2% | +39.1% | +72.7% |
| 5Y | +66.8% | +11.4% | +55.4% | +40.9% |
| 10Y | +66.8% | +116.9% | -50.1% | +6.3% |
| All | +1,872.1% | +295.2% | +1,577.0% | +789.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling