+147.2%
AR vs M
+27.3%
+120.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | +2.5% | +4.7% | -2.2% | +1.7% |
| 30D | +14.8% | -9.6% | +24.4% | +16.7% |
| 3M | +6.2% | +0.9% | +5.4% | +5.5% |
| 6M | +4.3% | +22.3% | -18.0% | -0.4% |
| YTD | +14.4% | +6.5% | +7.8% | +11.5% |
| 1Y | +21.3% | +38.8% | -17.4% | +11.5% |
| 3Y | +39.8% | +115.9% | -76.1% | +9.8% |
| All | +147.2% | +27.3% | +120.0% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling