+14.8%
W vs AA
+62.9%
-48.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.2% |
| 7D | +6.5% | +1.7% | +4.8% | +6.1% |
| 30D | -6.2% | +3.3% | -9.5% | -7.1% |
| 3M | +48.9% | -29.4% | +78.3% | +59.0% |
| 6M | +31.2% | -12.8% | +44.0% | +30.3% |
| YTD | -0.4% | -2.1% | +1.7% | -4.5% |
| 1Y | +14.8% | +62.8% | -47.9% | -3.4% |
| All | +14.8% | +62.9% | -48.1% | -3.4% |
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