+157.6%
B vs AR
+143.7%
+13.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | +9.4% | +14.8% | -5.4% | +7.7% |
| 3M | +5.0% | +6.2% | -1.2% | +4.1% |
| 6M | -3.5% | +4.3% | -7.8% | -4.7% |
| YTD | +4.5% | +14.4% | -9.9% | +1.6% |
| 1Y | +67.8% | +21.3% | +46.4% | +61.3% |
| 3Y | +196.7% | +39.8% | +156.9% | +173.4% |
| All | +157.6% | +143.7% | +13.9% | +130.2% |
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 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