+196.2%
W vs AA
+13.4%
+182.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.4% | -2.6% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | +7.0% | -6.7% | +13.6% | +9.7% |
| 3M | +7.4% | -16.3% | +23.7% | +14.1% |
| 6M | +69.3% | -37.1% | +106.4% | +97.1% |
| YTD | +11.3% | -25.0% | +36.3% | +18.5% |
| 1Y | +13.2% | +8.6% | +4.6% | +3.8% |
| 3Y | +142.0% | +57.2% | +84.8% | +88.2% |
| 5Y | -54.6% | -13.0% | -41.6% | -58.5% |
| 10Y | +243.7% | +65.5% | +178.2% | +82.6% |
| All | +196.2% | +13.4% | +182.9% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling