+900.1%
COST vs AR
-27.2%
+927.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -3.1% | +2.5% | -5.6% | -3.2% |
| 30D | -2.8% | +14.8% | -17.6% | -3.2% |
| 3M | -5.7% | +6.2% | -11.9% | -5.9% |
| 6M | -8.8% | +4.3% | -13.0% | -9.0% |
| YTD | +6.7% | +14.4% | -7.7% | +6.1% |
| 1Y | -3.6% | +21.3% | -25.0% | -4.4% |
| 3Y | +75.1% | +39.8% | +35.3% | +72.1% |
| 5Y | +108.9% | +142.1% | -33.2% | +102.4% |
| 10Y | +586.2% | +52.0% | +534.1% | +581.9% |
| All | +900.1% | -27.2% | +927.4% | +895.9% |
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 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