-26.5%
AR vs IT
+230.4%
-257.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +1.0% |
| 7D | +2.1% | -6.8% | +8.9% | +4.0% |
| 30D | +4.5% | -0.6% | +5.1% | +3.9% |
| 3M | +1.0% | +3.1% | -2.1% | -1.3% |
| 6M | +4.4% | +25.5% | -21.1% | -5.6% |
| YTD | +10.9% | -23.5% | +34.4% | +15.2% |
| 1Y | +8.6% | -16.6% | +25.2% | +9.4% |
| 3Y | +48.5% | -53.1% | +101.6% | +77.1% |
| 5Y | +95.7% | -41.4% | +137.2% | +109.0% |
| 10Y | +55.5% | +90.9% | -35.5% | +3.6% |
| All | -26.5% | +230.4% | -257.0% | -55.5% |
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