+115.5%
AA vs AR
-33.4%
+148.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +0.9% | -14.3% | +15.2% | +6.0% |
| 30D | -6.7% | +1.4% | -8.1% | -7.4% |
| 3M | -16.3% | +3.4% | -19.7% | -17.8% |
| 6M | -37.1% | -2.1% | -35.0% | -37.6% |
| YTD | -25.0% | +4.7% | -29.7% | -28.4% |
| 1Y | +8.6% | +10.6% | -2.0% | +1.5% |
| 3Y | +57.2% | +24.6% | +32.7% | +37.9% |
| 5Y | -13.0% | +71.9% | -84.9% | -33.3% |
| 10Y | +65.5% | +46.4% | +19.2% | +11.6% |
| All | +115.5% | -33.4% | +148.9% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling