+166.1%
B vs AR
+19.9%
+146.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | +9.6% | -14.3% | +23.9% | +10.8% |
| 30D | +3.5% | +1.4% | +2.1% | +3.1% |
| 3M | -1.6% | +3.4% | -5.0% | -2.3% |
| 6M | -1.7% | -2.1% | +0.4% | -2.0% |
| YTD | -5.3% | +4.7% | -10.0% | -7.9% |
| 1Y | +27.2% | +10.6% | +16.6% | +22.3% |
| 3Y | +166.1% | +24.6% | +141.5% | +129.2% |
| All | +166.1% | +19.9% | +146.2% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling