+1,604.0%
T vs AA
+217.0%
+1,387.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.3% |
| 7D | +2.6% | +1.2% | +1.3% | +2.3% |
| 30D | -1.1% | -5.0% | +3.9% | -0.4% |
| 3M | -7.7% | -22.2% | +14.5% | -4.4% |
| 6M | -10.6% | -36.3% | +25.7% | -5.0% |
| YTD | -7.5% | -24.2% | +16.7% | -5.8% |
| 1Y | -7.4% | +3.9% | -11.3% | -10.9% |
| 3Y | +63.1% | +67.6% | -4.5% | +36.6% |
| 5Y | +55.2% | -8.8% | +64.0% | +35.9% |
| 10Y | +58.8% | +45.0% | +13.8% | +9.1% |
| All | +1,604.0% | +217.0% | +1,387.0% | +693.8% |
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