+77.5%
AR vs COMP
-18.3%
+95.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.6% | -1.6% |
| 7D | -14.3% | +13.4% | -27.7% | -15.2% |
| 30D | +1.4% | +11.1% | -9.7% | +0.3% |
| 3M | +3.4% | -18.8% | +22.2% | +4.7% |
| 6M | -2.1% | +10.5% | -12.6% | -4.0% |
| YTD | +4.7% | -3.4% | +8.1% | +2.9% |
| 1Y | +10.6% | +19.7% | -9.1% | +6.0% |
| 3Y | +24.6% | +381.6% | -357.0% | -3.3% |
| All | +77.5% | -18.3% | +95.8% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling