+163.6%
W vs AA
+42.9%
+120.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.3% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | -7.6% | +5.0% | -12.6% | -9.6% |
| 3M | +37.2% | -35.8% | +73.0% | +60.0% |
| 6M | +26.3% | -18.4% | +44.7% | +31.7% |
| YTD | -1.0% | -5.5% | +4.5% | -3.1% |
| 1Y | +20.1% | +61.0% | -40.9% | -6.1% |
| 3Y | +37.8% | +66.2% | -28.4% | +4.3% |
| 5Y | -63.7% | +11.4% | -75.0% | -69.9% |
| 10Y | +156.3% | +116.9% | +39.5% | +23.7% |
| All | +163.6% | +42.9% | +120.7% | +23.6% |
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 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