-24.2%
AR vs BG
+115.4%
-139.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +2.5% | +2.8% | -0.3% | +1.2% |
| 30D | +14.8% | +12.0% | +2.8% | +8.8% |
| 3M | +6.2% | -7.7% | +13.9% | +9.5% |
| 6M | +4.3% | +4.5% | -0.2% | +1.1% |
| YTD | +14.4% | +35.7% | -21.3% | -2.5% |
| 1Y | +21.3% | +50.1% | -28.7% | -2.5% |
| 3Y | +39.8% | +12.6% | +27.2% | +26.5% |
| 5Y | +142.1% | +75.4% | +66.6% | +79.9% |
| 10Y | +52.0% | +150.5% | -98.4% | -7.0% |
| All | -24.2% | +115.4% | -139.6% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling