+387.2%
BE vs AR
+71.8%
+315.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | -14.7% | -14.3% | -0.5% | -10.3% |
| 30D | -40.5% | +1.4% | -42.0% | -41.0% |
| 3M | -24.3% | +3.4% | -27.7% | -26.1% |
| 6M | -39.3% | -2.1% | -37.3% | -40.3% |
| YTD | +99.4% | +4.7% | +94.7% | +87.1% |
| 1Y | +26.6% | +10.6% | +16.0% | +15.9% |
| 3Y | +1,616.9% | +24.6% | +1,592.4% | +1,384.1% |
| All | +387.2% | +71.8% | +315.4% | +266.5% |
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