+47.1%
AR vs BG
+4.7%
+42.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +6.4% | +1.5% | +4.9% | +5.9% |
| 30D | +3.1% | -7.0% | +10.2% | +5.1% |
| 3M | +3.3% | -10.0% | +13.3% | +6.3% |
| 6M | +6.6% | -19.8% | +26.4% | +13.0% |
| YTD | +12.3% | +14.3% | -1.9% | +7.9% |
| 1Y | +12.3% | +6.5% | +5.8% | +10.1% |
| All | +47.1% | +4.7% | +42.4% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling