+147.2%
AR vs A
-12.8%
+160.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +2.5% | -1.9% | +4.4% | +3.0% |
| 30D | +14.8% | +6.9% | +7.9% | +12.5% |
| 3M | +6.2% | +9.2% | -3.0% | +3.2% |
| 6M | +4.3% | +25.7% | -21.4% | -3.7% |
| YTD | +14.4% | +11.5% | +2.8% | +9.6% |
| 1Y | +21.3% | +18.4% | +3.0% | +13.3% |
| 3Y | +39.8% | +26.6% | +13.2% | +22.9% |
| All | +147.2% | -12.8% | +160.1% | +116.7% |
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