+73.3%
AR vs COMP
-28.0%
+101.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.4% | -2.2% |
| 7D | -11.7% | -1.8% | -9.9% | -11.7% |
| 30D | +1.8% | -0.8% | +2.6% | +1.6% |
| 3M | +6.0% | -28.1% | +34.1% | +8.3% |
| 6M | -7.0% | +27.0% | -34.0% | -10.5% |
| YTD | +5.6% | -12.8% | +18.3% | +4.6% |
| 1Y | +10.8% | +4.9% | +5.9% | +7.5% |
| 3Y | +19.3% | +321.0% | -301.7% | -6.2% |
| 5Y | +73.3% | -25.6% | +98.9% | +68.1% |
| All | +73.3% | -28.0% | +101.3% | +68.1% |
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