-0.4%
UL vs AS
+0.9%
-1.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +1.1% | +6.9% | -5.8% | +0.3% |
| 30D | +8.2% | +16.0% | -7.8% | +6.2% |
| 3M | +4.5% | -12.8% | +17.4% | +5.9% |
| 6M | +12.6% | -15.4% | +27.9% | +14.0% |
| YTD | +3.5% | -15.7% | +19.3% | +4.2% |
| 1Y | -0.4% | +6.1% | -6.5% | +1.7% |
| All | -0.4% | +0.9% | -1.3% | +1.7% |
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