-37.4%
DOW vs AR
+143.7%
-181.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -2.4% | +2.5% | -4.9% | -3.0% |
| 30D | +0.4% | +14.8% | -14.4% | -2.8% |
| 3M | -14.4% | +6.2% | -20.6% | -15.7% |
| 6M | -7.0% | +4.3% | -11.3% | -7.9% |
| YTD | +30.2% | +14.4% | +15.8% | +25.9% |
| 1Y | +29.2% | +21.3% | +7.9% | +23.0% |
| 3Y | -36.7% | +39.8% | -76.5% | -43.3% |
| All | -37.4% | +143.7% | -181.2% | -53.7% |
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