+12.8%
AR vs S
+30.9%
-18.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +7.4% | +2.0% | +5.4% | +7.2% |
| 30D | +5.8% | -2.7% | +8.5% | +5.9% |
| 3M | +5.2% | -6.9% | +12.1% | +5.6% |
| 6M | +5.4% | +38.1% | -32.6% | +3.8% |
| YTD | +12.4% | +48.0% | -35.6% | +10.3% |
| 1Y | +12.8% | +34.5% | -21.7% | +11.5% |
| All | +12.8% | +30.9% | -18.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling