+18.3%
EW vs AR
+40.7%
-22.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | +1.0% | +14.8% | -13.8% | +0.2% |
| 3M | +2.8% | +6.2% | -3.4% | +2.3% |
| 6M | +5.5% | +4.3% | +1.2% | +4.9% |
| YTD | +5.5% | +14.4% | -8.9% | +4.0% |
| 1Y | +11.0% | +21.3% | -10.3% | +8.7% |
| All | +18.3% | +40.7% | -22.4% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling