+55.3%
U vs AS
+131.9%
-76.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -0.4% |
| 7D | +16.9% | -3.0% | +20.0% | +18.2% |
| 30D | +6.4% | +9.6% | -3.2% | +2.4% |
| 3M | +13.2% | -8.2% | +21.4% | +16.4% |
| 6M | +84.8% | -9.9% | +94.7% | +90.3% |
| YTD | +12.4% | -16.8% | +29.2% | +19.3% |
| 1Y | +19.8% | +3.0% | +16.8% | +17.4% |
| All | +55.3% | +131.9% | -76.6% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling