+45.8%
AR vs IT
-51.4%
+97.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | 0.0% |
| 7D | -1.8% | -9.1% | +7.3% | -0.8% |
| 30D | +12.6% | -7.0% | +19.6% | +13.3% |
| 3M | +10.0% | +7.6% | +2.4% | +8.3% |
| 6M | +0.6% | +2.1% | -1.5% | -0.4% |
| YTD | +13.4% | -31.6% | +45.0% | +18.6% |
| 1Y | +21.7% | -29.9% | +51.6% | +26.2% |
| 3Y | +45.8% | -51.3% | +97.1% | +78.8% |
| All | +45.8% | -51.4% | +97.2% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling