+90.5%
W vs AS
-8.6%
+99.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.1% | +5.9% | +6.6% |
| 7D | +8.4% | +13.8% | -5.4% | -2.7% |
| 30D | +16.5% | +16.7% | -0.2% | +2.3% |
| 3M | +6.4% | -11.5% | +18.0% | +21.1% |
| 6M | +90.5% | -5.5% | +96.0% | +101.0% |
| All | +90.5% | -8.6% | +99.1% | +101.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling