+3.7%
U vs AS
-21.9%
+25.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -2.6% |
| 7D | -3.8% | -4.9% | +1.1% | -1.6% |
| 30D | +17.5% | -19.6% | +37.1% | +29.3% |
| 3M | +38.7% | -14.4% | +53.1% | +47.5% |
| 6M | +104.4% | -20.1% | +124.5% | +124.9% |
| YTD | -5.7% | -20.9% | +15.3% | +4.9% |
| 1Y | +3.7% | -21.9% | +25.5% | +4.2% |
| All | +3.7% | -21.9% | +25.6% | +4.2% |
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