+11.4%
B vs AR
+11.6%
-0.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.2% |
| 7D | -2.7% | +2.1% | -4.8% | -2.1% |
| 30D | -4.3% | +4.5% | -8.8% | -3.4% |
| 3M | -2.3% | +1.0% | -3.3% | -1.9% |
| 6M | -16.2% | +4.4% | -20.6% | -14.8% |
| YTD | -8.8% | +10.9% | -19.7% | -9.2% |
| 1Y | +11.4% | +8.6% | +2.8% | +11.1% |
| All | +11.4% | +11.6% | -0.2% | +11.1% |
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