+186.6%
B vs AR
-32.8%
+219.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -1.4% | +6.0% | -7.3% | -2.0% |
| 6M | +5.0% | -7.0% | +12.1% | +5.2% |
| YTD | -5.8% | +5.6% | -11.4% | -7.0% |
| 1Y | +25.6% | +10.8% | +14.8% | +23.5% |
| 3Y | +161.6% | +19.3% | +142.3% | +153.1% |
| 5Y | +135.2% | +73.3% | +61.9% | +119.7% |
| 10Y | +170.7% | +47.6% | +123.2% | +212.0% |
| All | +186.6% | -32.8% | +219.4% | +257.0% |
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