+71.8%
COST vs AR
+44.7%
+27.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -3.2% | -1.8% | -1.3% | -3.1% |
| 30D | -4.0% | +12.6% | -16.6% | -4.6% |
| 3M | -6.5% | +10.0% | -16.5% | -7.0% |
| 6M | -8.5% | +0.6% | -9.2% | -8.7% |
| YTD | +6.0% | +13.4% | -7.4% | +5.0% |
| 1Y | -5.8% | +21.7% | -27.5% | -7.3% |
| 3Y | +71.8% | +45.8% | +26.0% | +65.9% |
| All | +71.8% | +44.7% | +27.1% | +65.9% |
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