-24.2%
AR vs RL
+168.8%
-193.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.4% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | +14.8% | -7.8% | +22.6% | +17.9% |
| 3M | +6.2% | -4.0% | +10.2% | +6.9% |
| 6M | +4.3% | -1.9% | +6.2% | +2.2% |
| YTD | +14.4% | -0.2% | +14.5% | +10.8% |
| 1Y | +21.3% | +10.7% | +10.7% | +12.6% |
| 3Y | +39.8% | +210.8% | -171.0% | -16.1% |
| 5Y | +142.1% | +238.2% | -96.2% | +35.0% |
| 10Y | +52.0% | +313.4% | -261.3% | -25.2% |
| All | -24.2% | +168.8% | -193.0% | -59.5% |
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