+6.6%
AR vs A
+19.8%
-13.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.7% |
| 7D | -14.3% | -0.1% | -14.2% | -14.2% |
| 30D | +1.4% | +3.4% | -1.9% | +1.8% |
| 3M | +3.4% | +23.8% | -20.4% | +5.2% |
| 6M | -2.1% | +49.0% | -51.1% | +1.5% |
| YTD | +4.7% | +29.4% | -24.7% | +7.2% |
| All | +6.6% | +19.8% | -13.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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