+262.9%
AR vs COMP
-47.7%
+310.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +2.5% | +1.4% | +1.1% | +2.4% |
| 30D | +14.8% | -13.3% | +28.1% | +16.1% |
| 3M | +6.2% | +41.1% | -34.9% | +2.3% |
| 6M | +4.3% | +17.2% | -12.9% | +1.2% |
| YTD | +14.4% | +5.2% | +9.2% | +11.9% |
| 1Y | +21.3% | +18.9% | +2.4% | +16.4% |
| 3Y | +39.8% | +215.9% | -176.1% | +13.9% |
| 5Y | +142.1% | -31.2% | +173.3% | +136.7% |
| All | +262.9% | -47.7% | +310.6% | +271.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling