+3.7%
U vs AA
+63.2%
-59.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | -3.8% | -0.7% | -3.1% | -3.6% |
| 30D | +17.5% | +5.0% | +12.5% | +15.1% |
| 3M | +38.7% | -35.8% | +74.6% | +59.6% |
| 6M | +104.4% | -18.4% | +122.8% | +108.1% |
| YTD | -5.7% | -5.5% | -0.2% | -9.4% |
| 1Y | +3.7% | +61.0% | -57.3% | -21.4% |
| All | +3.7% | +63.2% | -59.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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