-30.6%
AR vs BB
+9.2%
-39.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.6% |
| 7D | -14.3% | +3.8% | -18.1% | -14.9% |
| 30D | +1.4% | -0.3% | +1.8% | +0.8% |
| 3M | +3.4% | -0.5% | +3.8% | +2.2% |
| 6M | -2.1% | +45.9% | -48.0% | -11.3% |
| YTD | +4.7% | +130.6% | -125.9% | -13.6% |
| 1Y | +10.6% | +89.2% | -78.6% | -5.7% |
| 3Y | +24.6% | +137.5% | -112.9% | -3.5% |
| 5Y | +71.9% | -20.9% | +92.8% | +57.4% |
| 10Y | +46.4% | +25.4% | +21.0% | -2.5% |
| All | -30.6% | +9.2% | -39.9% | -54.5% |
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