-30.1%
AR vs FIVE
+437.3%
-467.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -1.9% |
| 7D | -11.7% | -1.7% | -10.0% | -11.5% |
| 30D | +1.8% | +14.9% | -13.1% | -1.3% |
| 3M | +6.0% | +7.6% | -1.7% | +3.5% |
| 6M | -7.0% | +6.4% | -13.4% | -9.6% |
| YTD | +5.6% | +28.1% | -22.5% | -2.2% |
| 1Y | +10.8% | +54.7% | -43.9% | -1.7% |
| 3Y | +19.3% | +36.1% | -16.7% | +2.6% |
| 5Y | +73.3% | +14.9% | +58.4% | +51.0% |
| 10Y | +47.6% | +578.8% | -531.3% | -11.0% |
| All | -30.1% | +437.3% | -467.4% | -57.3% |
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