+1,441.9%
AR vs ACI
+29.9%
+1,412.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.1% |
| 7D | -14.3% | -2.2% | -12.0% | -14.0% |
| 30D | +1.4% | +10.3% | -8.9% | -0.8% |
| 3M | +3.4% | +7.2% | -3.8% | +1.6% |
| 6M | -2.1% | -18.0% | +15.9% | +0.9% |
| YTD | +4.7% | -22.0% | +26.7% | +8.6% |
| 1Y | +10.6% | -23.4% | +33.9% | +15.2% |
| 3Y | +24.6% | -35.8% | +60.4% | +34.2% |
| 5Y | +71.9% | -43.7% | +115.6% | +85.8% |
| All | +1,441.9% | +29.9% | +1,412.0% | +1,339.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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