+21.3%
AR vs BG
+50.1%
-28.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +2.5% | +2.8% | -0.3% | +2.0% |
| 30D | +14.8% | +12.0% | +2.8% | +12.8% |
| 3M | +6.2% | -7.7% | +13.9% | +7.6% |
| 6M | +4.3% | +4.5% | -0.2% | +4.9% |
| YTD | +14.4% | +35.7% | -21.3% | +15.3% |
| 1Y | +21.3% | +50.1% | -28.7% | +19.6% |
| All | +21.3% | +50.1% | -28.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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