-24.7%
U vs AA
+209.3%
-233.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.5% |
| 7D | +36.6% | +0.9% | +35.7% | +35.8% |
| 30D | +13.3% | -6.7% | +20.0% | +15.8% |
| 3M | +26.2% | -16.3% | +42.5% | +33.3% |
| 6M | +88.7% | -37.1% | +125.9% | +117.0% |
| YTD | +16.6% | -25.0% | +41.6% | +24.2% |
| 1Y | +29.0% | +8.6% | +20.4% | +19.4% |
| 3Y | +99.5% | +57.2% | +42.3% | +56.2% |
| 5Y | -66.1% | -13.0% | -53.1% | -67.6% |
| All | -24.7% | +209.3% | -233.9% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling