-9.0%
EW vs AR
+95.1%
-104.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.5% |
| 7D | +9.3% | -5.8% | +15.0% | +9.7% |
| 30D | +22.1% | +4.8% | +17.2% | +21.4% |
| 3M | +13.0% | +1.5% | +11.5% | +12.5% |
| 6M | +30.1% | +4.7% | +25.4% | +29.0% |
| YTD | +22.0% | +9.2% | +12.8% | +20.0% |
| 1Y | +23.7% | +11.2% | +12.5% | +21.2% |
| 3Y | +62.0% | +46.2% | +15.7% | +51.6% |
| All | -9.0% | +95.1% | -104.1% | -21.0% |
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