-2.1%
AR vs S
+39.0%
-41.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | -14.3% | -13.4% | -0.8% | -13.6% |
| 30D | +1.4% | -14.0% | +15.4% | +2.2% |
| 3M | +3.4% | +4.9% | -1.5% | +3.1% |
| 6M | -2.1% | +42.0% | -44.1% | -5.1% |
| All | -2.1% | +39.0% | -41.0% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling