+45.2%
AR vs S
+51.7%
-6.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +2.1% | +1.2% | +0.8% | +2.0% |
| 30D | +4.5% | -7.3% | +11.8% | +4.9% |
| 3M | +1.0% | +5.9% | -4.9% | +0.3% |
| 6M | +4.4% | +45.6% | -41.2% | +0.9% |
| YTD | +10.9% | +58.5% | -47.7% | +6.2% |
| 1Y | +8.6% | +37.6% | -29.1% | +5.1% |
| All | +45.2% | +51.7% | -6.5% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling