+26.3%
UL vs AS
+120.4%
-94.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.6% | -0.2% |
| 7D | -1.3% | -4.9% | +3.6% | -1.1% |
| 30D | +0.5% | -19.6% | +20.1% | +1.3% |
| 3M | +17.6% | -14.4% | +32.0% | +18.3% |
| 6M | -5.4% | -20.1% | +14.8% | -4.7% |
| YTD | +0.7% | -20.9% | +21.6% | +1.4% |
| 1Y | -9.3% | -21.9% | +12.6% | -8.6% |
| All | +26.3% | +120.4% | -94.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling