-24.2%
AR vs GEN
+246.2%
-270.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | +14.8% | +10.1% | +4.7% | +11.9% |
| 3M | +6.2% | +16.1% | -9.9% | +1.9% |
| 6M | +4.3% | +38.9% | -34.6% | -5.0% |
| YTD | +14.4% | +14.4% | -0.1% | +9.2% |
| 1Y | +21.3% | +5.9% | +15.5% | +18.2% |
| 3Y | +39.8% | +58.8% | -19.0% | +20.5% |
| 5Y | +142.1% | +24.7% | +117.4% | +117.2% |
| 10Y | +52.0% | +163.1% | -111.0% | +4.1% |
| All | -24.2% | +246.2% | -270.5% | -53.5% |
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