+70.4%
BA vs AR
-32.8%
+103.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.0% |
| 7D | -0.1% | -11.7% | +11.6% | +2.1% |
| 30D | -9.1% | +1.8% | -11.0% | -9.6% |
| 3M | -28.2% | +6.0% | -34.2% | -29.2% |
| 6M | -23.1% | -7.0% | -16.1% | -22.8% |
| YTD | -20.6% | +5.6% | -26.1% | -22.7% |
| 1Y | -12.7% | +10.8% | -23.5% | -16.1% |
| 3Y | -11.6% | +19.3% | -30.9% | -18.0% |
| 5Y | -23.1% | +73.3% | -96.5% | -36.3% |
| 10Y | +34.4% | +47.6% | -13.2% | -23.8% |
| All | +70.4% | -32.8% | +103.2% | +1.0% |
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