+96.9%
AU vs AR
+22.7%
+74.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.5% |
| 7D | -3.6% | +2.5% | -6.1% | -3.0% |
| 30D | +23.9% | +14.8% | +9.1% | +28.6% |
| 3M | +19.1% | +6.2% | +12.9% | +21.6% |
| 6M | -0.2% | +4.3% | -4.4% | +1.1% |
| YTD | +32.5% | +14.4% | +18.1% | +33.8% |
| 1Y | +96.9% | +21.3% | +75.6% | +102.2% |
| All | +96.9% | +22.7% | +74.3% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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