+43.2%
TER vs AS
+3.3%
+39.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.1% | -11.9% | -8.3% |
| 7D | -19.9% | +13.8% | -33.6% | -23.4% |
| 30D | -43.5% | +16.7% | -60.2% | -46.6% |
| 3M | -37.8% | -11.5% | -26.3% | -35.1% |
| 6M | -25.6% | -5.5% | -20.0% | -25.6% |
| YTD | +29.8% | -14.2% | +44.0% | +30.3% |
| 1Y | +43.2% | +2.1% | +41.1% | +38.0% |
| All | +43.2% | +3.3% | +39.8% | +38.0% |
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