-30.6%
AR vs GEN
+236.5%
-267.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | -14.3% | +2.3% | -16.5% | -14.8% |
| 30D | +1.4% | +33.1% | -31.6% | -5.7% |
| 3M | +3.4% | +6.5% | -3.1% | +0.7% |
| 6M | -2.1% | +53.8% | -55.9% | -13.6% |
| YTD | +4.7% | +11.2% | -6.5% | -0.2% |
| 1Y | +10.6% | +19.4% | -8.8% | +3.4% |
| 3Y | +24.6% | +81.0% | -56.5% | +2.6% |
| 5Y | +71.9% | +33.4% | +38.4% | +49.8% |
| 10Y | +46.4% | +164.3% | -117.9% | -0.7% |
| All | -30.6% | +236.5% | -267.1% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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