-24.2%
AR vs M
-10.9%
-13.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.4% |
| 7D | +2.5% | +4.7% | -2.2% | +1.1% |
| 30D | +14.8% | -9.6% | +24.4% | +17.9% |
| 3M | +6.2% | +0.9% | +5.4% | +5.1% |
| 6M | +4.3% | +22.3% | -18.0% | -3.2% |
| YTD | +14.4% | +6.5% | +7.8% | +9.5% |
| 1Y | +21.3% | +38.8% | -17.4% | +6.4% |
| 3Y | +39.8% | +115.9% | -76.1% | -1.9% |
| 5Y | +142.1% | +28.6% | +113.4% | +81.3% |
| 10Y | +52.0% | -2.5% | +54.6% | -10.1% |
| All | -24.2% | -10.9% | -13.3% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling