0.0%
W vs AA
+4.5%
-4.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -2.6% |
| 7D | +1.1% | +1.2% | -0.2% | +1.0% |
| 30D | +6.4% | -5.0% | +11.4% | +7.7% |
| 3M | +9.0% | -22.2% | +31.2% | +14.9% |
| 6M | +69.8% | -36.3% | +106.1% | +83.9% |
| YTD | +12.1% | -24.2% | +36.2% | +10.6% |
| 1Y | 0.0% | +3.9% | -3.9% | -9.6% |
| All | 0.0% | +4.5% | -4.5% | -9.6% |
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