+26.3%
W vs A
+26.7%
-0.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | -4.2% | -1.9% | -2.2% | -3.5% |
| 30D | -7.6% | +6.9% | -14.5% | -9.5% |
| 3M | +37.2% | +9.2% | +27.9% | +32.1% |
| 6M | +26.3% | +25.7% | +0.6% | +20.0% |
| All | +26.3% | +26.7% | -0.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling