+22.8%
EW vs AR
-4.6%
+27.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.2% |
| 7D | +11.0% | -14.3% | +25.3% | +9.0% |
| 30D | +19.1% | +1.4% | +17.6% | +18.4% |
| 3M | +14.4% | +3.4% | +11.0% | +13.1% |
| 6M | +22.8% | -2.1% | +24.8% | +22.1% |
| All | +22.8% | -4.6% | +27.3% | +22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling