-24.2%
AR vs IT
+219.2%
-243.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.6% |
| 7D | +2.5% | -6.0% | +8.5% | +4.2% |
| 30D | +14.8% | 0.0% | +14.8% | +14.4% |
| 3M | +6.2% | +13.1% | -6.8% | +0.6% |
| 6M | +4.3% | +11.7% | -7.4% | -1.8% |
| YTD | +14.4% | -26.1% | +40.5% | +21.3% |
| 1Y | +21.3% | -21.3% | +42.6% | +24.9% |
| 3Y | +39.8% | -46.7% | +86.5% | +59.2% |
| 5Y | +142.1% | -40.5% | +182.6% | +158.5% |
| 10Y | +52.0% | +103.9% | -51.8% | +1.2% |
| All | -24.2% | +219.2% | -243.4% | -53.1% |
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