+45.3%
AR vs A
+26.9%
+18.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.5% | -1.9% | +4.4% | +2.9% |
| 30D | +14.8% | +6.9% | +7.9% | +13.1% |
| 3M | +6.2% | +9.2% | -3.0% | +4.1% |
| 6M | +4.3% | +25.7% | -21.4% | -1.3% |
| YTD | +14.4% | +11.5% | +2.8% | +11.6% |
| 1Y | +21.3% | +18.4% | +3.0% | +15.7% |
| All | +45.3% | +26.9% | +18.4% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling