-7.2%
T vs ALL
+28.5%
-35.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.4% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | +7.6% | -4.7% | +12.3% | +9.0% |
| 3M | +15.3% | +18.4% | -3.1% | +10.4% |
| 6M | -8.5% | +20.5% | -29.0% | -12.9% |
| YTD | +6.8% | +23.5% | -16.8% | +0.5% |
| 1Y | -7.2% | +29.0% | -36.2% | -13.4% |
| All | -7.2% | +28.5% | -35.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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