-31.6%
AR vs USFR
+27.5%
-59.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +14.8% | +0.3% | +14.5% | +14.5% |
| 3M | +6.2% | +1.0% | +5.2% | +5.3% |
| 6M | +4.3% | +1.9% | +2.3% | +2.5% |
| YTD | +14.4% | +2.6% | +11.8% | +11.7% |
| 1Y | +21.3% | +4.0% | +17.3% | +17.1% |
| 3Y | +39.8% | +14.1% | +25.7% | +24.7% |
| 5Y | +142.1% | +20.4% | +121.7% | +105.7% |
| 10Y | +52.0% | +28.0% | +24.0% | +25.5% |
| All | -31.6% | +27.5% | -59.1% | -42.9% |
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