-29.5%
DOW vs AR
+71.8%
-101.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -9.5% | -14.3% | +4.7% | -6.2% |
| 30D | +13.1% | +1.4% | +11.6% | +12.7% |
| 3M | +4.8% | +3.4% | +1.5% | +3.9% |
| 6M | -16.7% | -2.1% | -14.6% | -16.5% |
| YTD | +38.9% | +4.7% | +34.2% | +37.0% |
| 1Y | +48.3% | +10.6% | +37.7% | +44.4% |
| 3Y | -24.4% | +24.6% | -48.9% | -30.0% |
| All | -29.5% | +71.8% | -101.3% | -38.5% |
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