+101.0%
AR vs RL
+243.2%
-142.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +6.4% | +2.4% | +4.0% | +5.7% |
| 30D | +3.1% | +4.6% | -1.4% | +1.6% |
| 3M | +3.3% | -1.1% | +4.4% | +3.2% |
| 6M | +6.6% | +16.5% | -10.0% | +0.8% |
| YTD | +12.3% | +11.4% | +0.9% | +6.1% |
| 1Y | +12.3% | +16.1% | -3.8% | +4.3% |
| 3Y | +50.4% | +252.6% | -202.2% | -10.1% |
| 5Y | +101.0% | +244.9% | -143.9% | +10.8% |
| All | +101.0% | +243.2% | -142.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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