-24.2%
AR vs FIVE
+461.7%
-485.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.8% |
| 7D | +2.5% | +4.3% | -1.8% | +1.5% |
| 30D | +14.8% | +12.5% | +2.3% | +11.6% |
| 3M | +6.2% | +31.2% | -25.0% | -0.3% |
| 6M | +4.3% | +14.4% | -10.1% | -0.2% |
| YTD | +14.4% | +33.9% | -19.5% | +5.4% |
| 1Y | +21.3% | +65.1% | -43.7% | +6.3% |
| 3Y | +39.8% | +49.0% | -9.2% | +18.2% |
| 5Y | +142.1% | +30.3% | +111.8% | +105.2% |
| 10Y | +52.0% | +481.1% | -429.1% | -6.8% |
| All | -24.2% | +461.7% | -485.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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