-25.5%
AR vs BR
+676.9%
-702.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +7.4% | +1.1% | +6.3% | +6.8% |
| 30D | +5.8% | +14.4% | -8.6% | -1.3% |
| 3M | +5.2% | +12.4% | -7.2% | -1.3% |
| 6M | +5.4% | +35.4% | -30.0% | -10.5% |
| YTD | +12.4% | -12.2% | +24.6% | +17.5% |
| 1Y | +12.8% | -12.7% | +25.6% | +18.2% |
| 3Y | +47.2% | +14.3% | +32.9% | +30.9% |
| 5Y | +101.1% | +19.3% | +81.9% | +71.4% |
| 10Y | +57.6% | +278.1% | -220.5% | -22.2% |
| All | -25.5% | +676.9% | -702.4% | -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