+52.6%
U vs AS
+133.7%
-81.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.3% | +17.2% | +15.8% |
| 7D | +24.3% | +7.1% | +17.2% | +20.8% |
| 30D | +8.6% | +12.8% | -4.3% | +3.3% |
| 3M | +37.6% | -14.7% | +52.3% | +45.4% |
| 6M | +78.5% | -9.9% | +88.4% | +83.6% |
| YTD | +10.5% | -16.1% | +26.6% | +16.9% |
| 1Y | +15.2% | +0.2% | +15.0% | +14.1% |
| All | +52.6% | +133.7% | -81.1% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling