+156.3%
ALL vs AR
+95.1%
+61.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.0% |
| 7D | -0.1% | -5.8% | +5.6% | +0.5% |
| 30D | +13.8% | +4.8% | +9.0% | +13.0% |
| 3M | -2.8% | +1.5% | -4.3% | -3.2% |
| 6M | +23.7% | +4.7% | +19.0% | +22.5% |
| YTD | +27.3% | +9.2% | +18.1% | +24.8% |
| 1Y | +30.5% | +11.2% | +19.4% | +27.4% |
| 3Y | +113.0% | +46.2% | +66.8% | +95.6% |
| All | +156.3% | +95.1% | +61.3% | +126.1% |
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