-26.3%
EW vs AR
+143.7%
-170.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | +2.5% | -2.8% | -0.6% |
| 30D | +1.0% | +14.8% | -13.8% | -0.2% |
| 3M | +2.8% | +6.2% | -3.4% | +2.2% |
| 6M | +5.5% | +4.3% | +1.2% | +4.8% |
| YTD | +5.5% | +14.4% | -8.9% | +3.7% |
| 1Y | +11.0% | +21.3% | -10.3% | +8.2% |
| 3Y | +17.7% | +39.8% | -22.1% | +11.5% |
| All | -26.3% | +143.7% | -170.0% | -32.4% |
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 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