-24.2%
AR vs BB
-3.8%
-20.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | -5.6% | +8.1% | +3.5% |
| 30D | +14.8% | -11.8% | +26.6% | +16.9% |
| 3M | +6.2% | -25.5% | +31.8% | +10.1% |
| 6M | +4.3% | +121.3% | -117.0% | -12.5% |
| YTD | +14.4% | +103.2% | -88.8% | -2.7% |
| 1Y | +21.3% | +102.6% | -81.3% | +2.6% |
| 3Y | +39.8% | +37.5% | +2.3% | +20.0% |
| 5Y | +142.1% | -30.4% | +172.5% | +128.1% |
| 10Y | +52.0% | 0.0% | +52.0% | +6.5% |
| All | -24.2% | -3.8% | -20.5% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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