+74.2%
AR vs A
+15.4%
+58.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.3% |
| 7D | -14.3% | -0.1% | -14.2% | -14.3% |
| 30D | +1.4% | +3.4% | -1.9% | +0.3% |
| 3M | +3.4% | +23.8% | -20.4% | -3.3% |
| 6M | -2.1% | +49.0% | -51.1% | -14.1% |
| YTD | +4.7% | +29.4% | -24.7% | -4.3% |
| 1Y | +10.6% | +19.4% | -8.8% | +4.0% |
| 3Y | +24.6% | +66.2% | -41.6% | -1.2% |
| All | +74.2% | +15.4% | +58.9% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling