+265.0%
C vs AR
+40.7%
+224.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +3.6% | +2.5% | +1.1% | +3.2% |
| 30D | +0.1% | +14.8% | -14.7% | -2.1% |
| 3M | +2.4% | +6.2% | -3.8% | +1.2% |
| 6M | +24.9% | +4.3% | +20.6% | +23.0% |
| YTD | +19.8% | +14.4% | +5.4% | +15.1% |
| 1Y | +44.9% | +21.3% | +23.5% | +36.5% |
| All | +265.0% | +40.7% | +224.2% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling