+47.6%
EXC vs AR
+143.7%
-96.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +0.3% | +2.5% | -2.2% | +0.1% |
| 30D | -3.7% | +14.8% | -18.5% | -4.7% |
| 3M | -1.3% | +6.2% | -7.5% | -1.8% |
| 6M | -9.7% | +4.3% | -14.0% | -10.2% |
| YTD | +2.9% | +14.4% | -11.5% | +1.4% |
| 1Y | +4.4% | +21.3% | -16.9% | +2.2% |
| 3Y | +22.2% | +39.8% | -17.6% | +15.7% |
| All | +47.6% | +143.7% | -96.1% | +31.1% |
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 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