+24.6%
AR vs SM
-20.0%
+44.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -14.3% | -25.9% | +11.6% | -2.1% |
| 30D | +1.4% | -15.1% | +16.6% | +8.8% |
| 3M | +3.4% | +4.9% | -1.5% | +0.1% |
| 6M | -2.1% | +6.1% | -8.2% | -6.7% |
| YTD | +4.7% | +63.4% | -58.7% | -19.6% |
| 1Y | +10.6% | +72.5% | -61.9% | -17.2% |
| 3Y | +24.6% | -16.9% | +41.5% | +16.0% |
| All | +24.6% | -20.0% | +44.6% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling