-24.2%
AR vs ACWI
+287.1%
-311.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | +0.5% | +2.0% | +1.9% |
| 30D | +14.8% | +0.9% | +13.9% | +13.5% |
| 3M | +6.2% | +2.4% | +3.8% | +2.5% |
| 6M | +4.3% | +12.4% | -8.1% | -11.0% |
| YTD | +14.4% | +15.2% | -0.8% | -5.5% |
| 1Y | +21.3% | +22.7% | -1.4% | -6.9% |
| 3Y | +39.8% | +75.8% | -36.0% | -29.6% |
| 5Y | +142.1% | +67.7% | +74.4% | +30.0% |
| 10Y | +52.0% | +229.0% | -177.0% | -60.2% |
| All | -24.2% | +287.1% | -311.3% | -81.4% |
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