-25.5%
AR vs BG
+84.5%
-110.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +7.4% | +2.6% | +4.8% | +6.1% |
| 30D | +5.8% | -6.7% | +12.4% | +8.9% |
| 3M | +5.2% | -9.3% | +14.5% | +9.5% |
| 6M | +5.4% | -18.3% | +23.8% | +14.5% |
| YTD | +12.4% | +16.2% | -3.8% | +2.6% |
| 1Y | +12.8% | +7.6% | +5.2% | +6.6% |
| 3Y | +47.2% | +6.6% | +40.6% | +35.6% |
| 5Y | +101.1% | +22.2% | +78.9% | +74.5% |
| 10Y | +57.6% | +112.0% | -54.4% | +3.9% |
| All | -25.5% | +84.5% | -110.0% | -49.2% |
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