+10.6%
AR vs S
+31.6%
-21.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | -14.3% | -13.4% | -0.8% | -13.7% |
| 30D | +1.4% | -14.0% | +15.4% | +2.1% |
| 3M | +3.4% | +4.9% | -1.5% | +3.1% |
| 6M | -2.1% | +42.0% | -44.1% | -4.0% |
| YTD | +4.7% | +45.1% | -40.4% | +2.7% |
| 1Y | +10.6% | +33.1% | -22.5% | +9.6% |
| All | +10.6% | +31.6% | -21.0% | +9.6% |
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