-30.6%
AR vs A
+441.1%
-471.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.5% |
| 7D | -14.3% | -0.1% | -14.2% | -14.3% |
| 30D | +1.4% | +3.4% | -1.9% | -0.1% |
| 3M | +3.4% | +23.8% | -20.4% | -5.8% |
| 6M | -2.1% | +49.0% | -51.1% | -18.2% |
| YTD | +4.7% | +29.4% | -24.7% | -8.1% |
| 1Y | +10.6% | +19.4% | -8.8% | +0.3% |
| 3Y | +24.6% | +66.2% | -41.6% | -6.4% |
| 5Y | +71.9% | +15.8% | +56.1% | +49.6% |
| 10Y | +46.4% | +326.1% | -279.7% | -32.7% |
| All | -30.6% | +441.1% | -471.8% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling