+109.4%
C vs AR
+75.2%
+34.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.2% | -4.5% |
| 7D | -5.3% | -11.7% | +6.4% | -3.3% |
| 30D | -7.3% | +1.8% | -9.2% | -7.8% |
| 3M | -13.5% | +6.0% | -19.4% | -14.8% |
| 6M | -6.5% | -7.0% | +0.5% | -5.9% |
| YTD | +3.6% | +5.6% | -2.0% | +0.5% |
| 1Y | +18.9% | +10.8% | +8.1% | +13.9% |
| 3Y | +205.0% | +19.3% | +185.7% | +179.9% |
| 5Y | +109.4% | +73.3% | +36.0% | +80.1% |
| All | +109.4% | +75.2% | +34.2% | +80.1% |
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