+138.0%
B vs AR
+71.8%
+66.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | +9.6% | -14.3% | +23.9% | +11.3% |
| 30D | +3.5% | +1.4% | +2.1% | +3.1% |
| 3M | -1.6% | +3.4% | -5.0% | -2.4% |
| 6M | -1.7% | -2.1% | +0.4% | -2.1% |
| YTD | -5.3% | +4.7% | -10.0% | -7.4% |
| 1Y | +27.2% | +10.6% | +16.6% | +23.3% |
| 3Y | +166.1% | +24.6% | +141.5% | +147.1% |
| All | +138.0% | +71.8% | +66.1% | +117.2% |
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