+40.5%
ALL vs AR
+14.7%
+25.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.3% | +9.2% | +3.0% |
| 7D | +7.5% | -11.1% | +18.7% | +7.7% |
| 30D | +19.7% | +7.9% | +11.8% | +19.4% |
| 3M | +2.9% | +4.9% | -2.0% | +2.6% |
| 6M | +23.5% | -5.3% | +28.8% | +22.3% |
| YTD | +31.1% | +8.6% | +22.5% | +31.1% |
| 1Y | +40.5% | +13.7% | +26.8% | +39.2% |
| All | +40.5% | +14.7% | +25.8% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling