+223.7%
EXC vs AR
-27.2%
+250.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 1Y | +4.4% | +21.3% | -16.9% | +2.3% |
| 3Y | +22.2% | +39.8% | -17.6% | +16.8% |
| 5Y | +46.7% | +142.1% | -95.4% | +32.1% |
| 10Y | +155.3% | +52.0% | +103.3% | +113.1% |
| All | +223.7% | -27.2% | +250.9% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling