-26.5%
AR vs RL
+202.4%
-229.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.0% |
| 7D | +2.1% | -4.4% | +6.5% | +3.6% |
| 30D | +4.5% | +5.6% | -1.1% | +2.2% |
| 3M | +1.0% | -0.6% | +1.6% | +0.6% |
| 6M | +4.4% | +15.5% | -11.0% | -2.6% |
| YTD | +10.9% | +12.3% | -1.5% | +2.6% |
| 1Y | +8.6% | +19.3% | -10.8% | -2.1% |
| 3Y | +48.5% | +255.5% | -207.0% | -15.3% |
| 5Y | +95.7% | +247.1% | -151.3% | +8.8% |
| 10Y | +55.5% | +346.0% | -290.6% | -26.1% |
| All | -26.5% | +202.4% | -229.0% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling