-30.1%
AR vs ACWI
+264.5%
-294.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +1.4% |
| 7D | -11.7% | -4.0% | -7.7% | -7.9% |
| 30D | +1.8% | -5.8% | +7.7% | +8.3% |
| 3M | +6.0% | -5.0% | +11.0% | +11.3% |
| 6M | -7.0% | +0.7% | -7.7% | -9.7% |
| YTD | +5.6% | +8.4% | -2.9% | -7.4% |
| 1Y | +10.8% | +10.1% | +0.7% | -4.6% |
| 3Y | +19.3% | +70.8% | -51.5% | -38.4% |
| 5Y | +73.3% | +55.4% | +17.9% | +0.6% |
| 10Y | +47.6% | +223.3% | -175.7% | -60.7% |
| All | -30.1% | +264.5% | -294.6% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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