+281.3%
C vs AR
-27.2%
+308.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +3.6% | +2.5% | +1.1% | +3.1% |
| 30D | +0.1% | +14.8% | -14.7% | -2.6% |
| 3M | +2.4% | +6.2% | -3.8% | +0.9% |
| 6M | +24.9% | +4.3% | +20.6% | +22.8% |
| YTD | +19.8% | +14.4% | +5.4% | +15.2% |
| 1Y | +44.9% | +21.3% | +23.5% | +37.1% |
| 3Y | +263.0% | +39.8% | +223.2% | +226.7% |
| 5Y | +129.5% | +142.1% | -12.5% | +78.5% |
| 10Y | +291.6% | +52.0% | +239.6% | +151.2% |
| All | +281.3% | -27.2% | +308.6% | +152.4% |
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