+52.2%
EW vs AR
+19.9%
+32.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +11.0% | -14.3% | +25.3% | +11.8% |
| 30D | +19.1% | +1.4% | +17.6% | +18.7% |
| 3M | +14.4% | +3.4% | +11.0% | +13.7% |
| 6M | +22.8% | -2.1% | +24.8% | +22.4% |
| YTD | +19.8% | +4.7% | +15.1% | +18.4% |
| 1Y | +23.9% | +10.6% | +13.3% | +21.6% |
| 3Y | +52.2% | +24.6% | +27.6% | +51.7% |
| All | +52.2% | +19.9% | +32.3% | +51.7% |
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 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