+21.7%
AR vs SM
+46.7%
-25.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.5% | -2.3% |
| 7D | -1.8% | -0.2% | -1.7% | -1.8% |
| 30D | +12.6% | +31.5% | -18.9% | 0.0% |
| 3M | +10.0% | +17.3% | -7.3% | +2.0% |
| 6M | +0.6% | +48.5% | -47.9% | -15.8% |
| YTD | +13.4% | +106.3% | -92.9% | -16.6% |
| 1Y | +21.7% | +47.3% | -25.6% | -0.4% |
| All | +21.7% | +46.7% | -25.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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