+46.2%
AR vs M
+155.4%
-109.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.7% | -4.4% | +3.7% |
| 7D | -5.8% | +5.0% | -10.8% | -6.1% |
| 30D | +4.8% | +10.6% | -5.8% | +4.0% |
| 3M | +1.5% | +1.6% | -0.1% | +1.3% |
| 6M | +4.7% | +30.8% | -26.1% | +1.9% |
| YTD | +9.2% | +16.9% | -7.7% | +7.3% |
| 1Y | +11.2% | +26.3% | -15.1% | +7.9% |
| 3Y | +46.2% | +158.6% | -112.4% | +25.2% |
| All | +46.2% | +155.4% | -109.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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