-36.9%
AR vs USFR
+28.5%
-65.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -10.5% | +0.1% | -10.6% | -10.6% |
| 30D | +1.3% | +0.4% | +0.9% | +1.0% |
| 3M | +4.8% | +1.1% | +3.7% | +3.8% |
| 6M | +1.2% | +2.0% | -0.8% | -0.6% |
| YTD | +5.5% | +3.4% | +2.1% | +2.4% |
| 1Y | +8.1% | +4.1% | +4.0% | +4.2% |
| 3Y | +38.8% | +14.3% | +24.5% | +23.6% |
| 5Y | +78.8% | +21.3% | +57.6% | +51.0% |
| 10Y | +46.4% | +28.5% | +17.9% | +20.1% |
| All | -36.9% | +28.5% | -65.4% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling