+13.7%
AR vs BEN
+56.2%
-42.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.7% | -10.9% | -5.0% |
| 7D | -11.1% | +6.7% | -17.9% | -9.5% |
| 30D | +7.9% | +3.0% | +4.9% | +9.2% |
| 3M | +4.9% | -4.3% | +9.2% | +4.7% |
| 6M | -5.3% | +16.4% | -21.7% | -1.4% |
| YTD | +8.6% | +46.8% | -38.2% | +16.7% |
| 1Y | +13.7% | +57.3% | -43.7% | +19.1% |
| All | +13.7% | +56.2% | -42.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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