+11.2%
AR vs BEN
+72.3%
-61.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.6% | -3.3% | +5.6% |
| 7D | -5.8% | +12.1% | -17.9% | -3.4% |
| 30D | +4.8% | +13.4% | -8.6% | +7.8% |
| 3M | +1.5% | +9.4% | -7.9% | +3.8% |
| 6M | +4.7% | +19.3% | -14.6% | +9.1% |
| YTD | +9.2% | +57.3% | -48.1% | +15.2% |
| 1Y | +11.2% | +69.1% | -57.9% | +10.4% |
| All | +11.2% | +72.3% | -61.2% | +10.4% |
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