+12.8%
AR vs IT
-15.8%
+28.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +7.4% | +1.1% | +6.3% | +7.3% |
| 30D | +5.8% | -1.8% | +7.6% | +5.7% |
| 3M | +5.2% | +4.8% | +0.4% | +4.8% |
| 6M | +5.4% | +33.0% | -27.6% | +3.2% |
| YTD | +12.4% | -23.8% | +36.3% | +11.4% |
| 1Y | +12.8% | -16.5% | +29.3% | +11.9% |
| All | +12.8% | -15.8% | +28.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling