-30.6%
AR vs IT
+225.5%
-256.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.3% |
| 7D | -14.3% | -16.9% | +2.7% | -10.2% |
| 30D | +1.4% | +2.3% | -0.9% | 0.0% |
| 3M | +3.4% | +2.9% | +0.5% | +1.1% |
| 6M | -2.1% | +25.9% | -27.9% | -11.7% |
| YTD | +4.7% | -24.6% | +29.3% | +9.2% |
| 1Y | +10.6% | -16.0% | +26.6% | +11.1% |
| 3Y | +24.6% | -51.6% | +76.2% | +46.5% |
| 5Y | +71.9% | -42.6% | +114.5% | +84.7% |
| 10Y | +46.4% | +103.6% | -57.2% | -3.7% |
| All | -30.6% | +225.5% | -256.1% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling