+13.7%
AR vs AS
+3.3%
+10.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.1% | -11.4% | -4.9% |
| 7D | -11.1% | +13.8% | -24.9% | -8.0% |
| 30D | +7.9% | +16.7% | -8.8% | +12.4% |
| 3M | +4.9% | -11.5% | +16.4% | +2.8% |
| 6M | -5.3% | -5.5% | +0.2% | -5.3% |
| YTD | +8.6% | -14.2% | +22.8% | +9.8% |
| 1Y | +13.7% | +2.1% | +11.6% | +9.9% |
| All | +13.7% | +3.3% | +10.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling