-4.9%
EQT vs AR
+14.7%
-19.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | +0.7% |
| 7D | -6.6% | -11.1% | +4.5% | +0.5% |
| 30D | +2.7% | +7.9% | -5.2% | -2.4% |
| 3M | -0.2% | +4.9% | -5.0% | -3.7% |
| 6M | -10.6% | -5.3% | -5.3% | -8.5% |
| YTD | -1.2% | +8.6% | -9.8% | -8.6% |
| 1Y | -4.9% | +13.7% | -18.5% | -15.3% |
| All | -4.9% | +14.7% | -19.6% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling