+4.3%
AR vs M
+25.9%
-21.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.4% |
| 7D | +2.5% | +4.7% | -2.2% | +3.1% |
| 30D | +14.8% | -9.6% | +24.4% | +13.5% |
| 3M | +6.2% | +0.9% | +5.4% | +6.9% |
| 6M | +4.3% | +22.3% | -18.0% | +11.8% |
| All | +4.3% | +25.9% | -21.7% | +11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling