+217.9%
B vs AR
-27.2%
+245.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | +9.4% | +14.8% | -5.4% | +8.3% |
| 3M | +5.0% | +6.2% | -1.2% | +4.4% |
| 6M | -3.5% | +4.3% | -7.8% | -4.3% |
| YTD | +4.5% | +14.4% | -9.9% | +2.7% |
| 1Y | +67.8% | +21.3% | +46.4% | +64.0% |
| 3Y | +196.7% | +39.8% | +156.9% | +184.1% |
| 5Y | +151.9% | +142.1% | +9.9% | +130.5% |
| 10Y | +202.2% | +52.0% | +150.1% | +251.3% |
| All | +217.9% | -27.2% | +245.1% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling