-39.3%
BE vs AR
-4.6%
-34.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -9.9% | -15.1% |
| 7D | -14.7% | -14.3% | -0.5% | -21.6% |
| 30D | -40.5% | +1.4% | -42.0% | -38.7% |
| 3M | -24.3% | +3.4% | -27.7% | -20.4% |
| 6M | -39.3% | -2.1% | -37.3% | -36.7% |
| All | -39.3% | -4.6% | -34.7% | -36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling