+12.4%
AA vs AR
+143.7%
-131.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -0.7% | +2.5% | -3.2% | -1.7% |
| 30D | +5.0% | +14.8% | -9.8% | -1.1% |
| 3M | -35.8% | +6.2% | -42.1% | -37.9% |
| 6M | -18.4% | +4.3% | -22.7% | -21.5% |
| YTD | -5.5% | +14.4% | -19.8% | -13.8% |
| 1Y | +61.0% | +21.3% | +39.6% | +41.4% |
| 3Y | +66.2% | +39.8% | +26.4% | +29.7% |
| All | +12.4% | +143.7% | -131.3% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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