+49.9%
AR vs BR
-5.1%
+55.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.2% | -5.0% | +3.8% | +0.1% |
| 30D | +5.5% | -2.5% | +8.0% | +6.1% |
| 3M | +12.9% | +13.5% | -0.6% | +8.9% |
| 6M | +0.1% | -9.4% | +9.5% | +3.0% |
| YTD | +13.5% | -23.3% | +36.8% | +24.2% |
| 1Y | +21.6% | -31.6% | +53.2% | +40.0% |
| All | +49.9% | -5.1% | +55.1% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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