+164.7%
B vs AR
+20.9%
+143.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.7% |
| 7D | +4.3% | -11.7% | +16.0% | +5.2% |
| 30D | -0.9% | +1.8% | -2.8% | -1.3% |
| 3M | -1.4% | +6.0% | -7.3% | -2.3% |
| 6M | +5.0% | -7.0% | +12.1% | +5.3% |
| YTD | -5.8% | +5.6% | -11.4% | -8.4% |
| 1Y | +25.6% | +10.8% | +14.8% | +20.8% |
| All | +164.7% | +20.9% | +143.7% | +127.8% |
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