+19.2%
AR vs BG
+52.8%
-33.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -1.3% | +3.7% | -5.0% | -1.9% |
| 30D | +3.5% | +12.3% | -8.8% | +1.5% |
| 3M | +9.9% | -2.2% | +12.1% | +10.3% |
| 6M | +4.5% | +5.3% | -0.8% | +4.4% |
| YTD | +13.7% | +42.4% | -28.7% | +13.4% |
| 1Y | +19.2% | +55.2% | -36.0% | +16.3% |
| All | +19.2% | +52.8% | -33.6% | +16.3% |
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