+119.6%
W vs AS
+137.8%
-18.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -2.6% |
| 7D | +1.1% | +4.5% | -3.4% | -1.1% |
| 30D | +6.4% | +13.2% | -6.8% | -0.7% |
| 3M | +9.0% | -11.9% | +20.9% | +16.8% |
| 6M | +69.8% | -11.6% | +81.4% | +82.9% |
| YTD | +12.1% | -14.7% | +26.8% | +22.5% |
| 1Y | 0.0% | +5.7% | -5.7% | -3.4% |
| All | +119.6% | +137.8% | -18.2% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling