-30.1%
AR vs M
-5.7%
-24.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -1.2% |
| 7D | -11.7% | -2.1% | -9.6% | -11.4% |
| 30D | +1.8% | +7.7% | -5.9% | -0.8% |
| 3M | +6.0% | -4.4% | +10.3% | +6.3% |
| 6M | -7.0% | +27.5% | -34.5% | -15.1% |
| YTD | +5.6% | +12.8% | -7.2% | -1.4% |
| 1Y | +10.8% | +20.7% | -9.9% | +1.0% |
| 3Y | +19.3% | +111.3% | -92.0% | -16.0% |
| 5Y | +73.3% | -6.3% | +79.6% | +46.6% |
| 10Y | +47.6% | +1.5% | +46.1% | -14.5% |
| All | -30.1% | -5.7% | -24.3% | -53.2% |
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 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