-11.4%
F vs AR
+75.2%
-86.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | +1.4% | -11.7% | +13.1% | +3.5% |
| 30D | +2.0% | +1.8% | +0.2% | +1.4% |
| 3M | -10.4% | +6.0% | -16.3% | -11.7% |
| 6M | +9.7% | -7.0% | +16.7% | +10.2% |
| YTD | -1.2% | +5.6% | -6.8% | -4.4% |
| 1Y | 0.0% | +10.8% | -10.8% | -4.5% |
| 3Y | +41.1% | +19.3% | +21.8% | +27.0% |
| 5Y | -11.4% | +73.3% | -84.7% | -30.7% |
| All | -11.4% | +75.2% | -86.6% | -30.7% |
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