+381.4%
AU vs AR
+99.2%
+282.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -4.9% |
| 7D | -1.1% | +6.4% | -7.5% | -1.7% |
| 30D | -4.4% | +3.1% | -7.5% | -4.9% |
| 3M | -10.0% | +3.3% | -13.3% | -10.6% |
| 6M | -14.5% | +6.6% | -21.0% | -15.6% |
| YTD | +6.4% | +12.3% | -5.9% | +2.9% |
| 1Y | +7.7% | +12.3% | -4.7% | +4.0% |
| 3Y | +514.1% | +50.4% | +463.7% | +450.0% |
| All | +381.4% | +99.2% | +282.2% | +343.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling