+13.6%
TER vs AS
0.0%
+13.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -13.0% | -14.5% |
| 7D | -28.2% | +7.1% | -35.3% | -29.8% |
| 30D | -50.6% | +12.8% | -63.4% | -52.7% |
| 3M | -45.3% | -14.7% | -30.6% | -42.1% |
| 6M | -40.4% | -9.9% | -30.4% | -39.1% |
| YTD | +10.0% | -16.1% | +26.2% | +11.3% |
| 1Y | +13.6% | +0.2% | +13.5% | +10.1% |
| All | +13.6% | 0.0% | +13.6% | +10.1% |
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