+68.3%
AU vs AR
+22.8%
+45.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -7.0% | -1.3% | -5.7% | -7.3% |
| 30D | +7.3% | +3.5% | +3.7% | +8.3% |
| 3M | +33.2% | +9.9% | +23.3% | +37.1% |
| 6M | -0.6% | +4.5% | -5.2% | +0.4% |
| YTD | +26.2% | +13.7% | +12.5% | +27.2% |
| 1Y | +68.3% | +19.2% | +49.0% | +71.9% |
| All | +68.3% | +22.8% | +45.4% | +71.9% |
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