-40.4%
TER vs AS
-8.7%
-31.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -13.0% | -15.2% |
| 7D | -28.2% | +7.1% | -35.3% | -28.1% |
| 30D | -50.6% | +12.8% | -63.4% | -50.6% |
| 3M | -45.3% | -14.7% | -30.6% | -44.9% |
| 6M | -40.4% | -9.9% | -30.4% | -41.3% |
| All | -40.4% | -8.7% | -31.7% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling