+12.8%
AR vs BG
+8.3%
+4.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | +7.4% | +2.6% | +4.8% | +6.8% |
| 30D | +5.8% | -6.7% | +12.4% | +7.5% |
| 3M | +5.2% | -9.3% | +14.5% | +8.0% |
| 6M | +5.4% | -18.3% | +23.8% | +10.7% |
| YTD | +12.4% | +16.2% | -3.8% | +27.0% |
| 1Y | +12.8% | +7.6% | +5.2% | +25.9% |
| All | +12.8% | +8.3% | +4.5% | +25.9% |
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