+20.1%
W vs AA
+63.2%
-43.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.0% |
| 7D | -4.2% | -0.7% | -3.5% | -4.1% |
| 30D | -7.6% | +5.0% | -12.6% | -8.8% |
| 3M | +37.2% | -35.8% | +73.0% | +50.1% |
| 6M | +26.3% | -18.4% | +44.7% | +27.8% |
| YTD | -1.0% | -5.5% | +4.5% | -4.3% |
| 1Y | +20.1% | +61.0% | -40.9% | 0.0% |
| All | +20.1% | +63.2% | -43.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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