+16.7%
U vs AS
+6.1%
+10.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.3% |
| 7D | +24.4% | +4.5% | +19.9% | +21.7% |
| 30D | +7.4% | +13.2% | -5.8% | +1.3% |
| 3M | +16.8% | -11.9% | +28.7% | +23.3% |
| 6M | +78.8% | -11.6% | +90.3% | +87.3% |
| YTD | +14.0% | -14.7% | +28.7% | +22.9% |
| 1Y | +16.7% | +5.7% | +11.0% | +10.0% |
| All | +16.7% | +6.1% | +10.7% | +10.0% |
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