-25.6%
AR vs BR
+673.0%
-698.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +6.4% | -1.3% | +7.7% | +7.0% |
| 30D | +3.1% | +13.7% | -10.6% | -3.5% |
| 3M | +3.3% | +13.8% | -10.5% | -3.7% |
| 6M | +6.6% | +29.7% | -23.2% | -7.6% |
| YTD | +12.3% | -12.6% | +24.9% | +17.7% |
| 1Y | +12.3% | -12.4% | +24.8% | +17.4% |
| 3Y | +50.4% | +14.1% | +36.3% | +33.9% |
| 5Y | +101.0% | +18.7% | +82.3% | +71.6% |
| 10Y | +57.5% | +276.2% | -218.7% | -22.0% |
| All | -25.6% | +673.0% | -698.5% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling