+24.4%
EW vs AR
+11.3%
+13.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +4.9% | +7.4% | -2.5% | +5.6% |
| 30D | +23.9% | +5.8% | +18.2% | +24.4% |
| 3M | +15.8% | +5.2% | +10.5% | +16.2% |
| 6M | +31.7% | +5.4% | +26.2% | +32.0% |
| YTD | +25.7% | +12.4% | +13.3% | +25.8% |
| 1Y | +24.4% | +12.8% | +11.6% | +24.4% |
| All | +24.4% | +11.3% | +13.1% | +24.4% |
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