+199.8%
TER vs AS
-21.9%
+221.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.9% | +4.3% |
| 7D | +0.6% | -4.9% | +5.5% | +2.1% |
| 30D | -8.3% | -19.6% | +11.3% | -2.0% |
| 3M | -12.2% | -14.4% | +2.1% | -9.3% |
| 6M | +17.0% | -20.1% | +37.2% | +20.9% |
| YTD | +84.6% | -20.9% | +105.5% | +90.0% |
| 1Y | +199.8% | -21.9% | +221.7% | +181.0% |
| All | +199.8% | -21.9% | +221.7% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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