-1.9%
UL vs AS
+2.8%
-4.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -1.7% | -3.0% | +1.3% | -1.3% |
| 30D | +4.5% | +9.6% | -5.1% | +3.2% |
| 3M | +5.5% | -8.2% | +13.7% | +6.2% |
| 6M | +17.0% | -9.9% | +26.9% | +18.0% |
| YTD | +3.2% | -16.8% | +20.0% | +4.0% |
| 1Y | -1.9% | +3.0% | -4.9% | +0.4% |
| All | -1.9% | +2.8% | -4.7% | +0.4% |
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