+29.0%
U vs AS
+0.9%
+28.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +36.6% | +6.9% | +29.6% | +32.2% |
| 30D | +13.3% | +16.0% | -2.7% | +5.6% |
| 3M | +26.2% | -12.8% | +39.0% | +34.0% |
| 6M | +88.7% | -15.4% | +104.1% | +102.7% |
| YTD | +16.6% | -15.7% | +32.3% | +26.7% |
| 1Y | +29.0% | +6.1% | +22.9% | +21.7% |
| All | +29.0% | +0.9% | +28.1% | +21.7% |
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