-15.8%
F vs AR
+71.8%
-87.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +1.6% | -14.3% | +15.8% | +4.3% |
| 30D | +2.6% | +1.4% | +1.2% | +2.1% |
| 3M | -8.8% | +3.4% | -12.2% | -9.8% |
| 6M | +4.6% | -2.1% | +6.7% | +4.1% |
| YTD | -1.9% | +4.7% | -6.6% | -4.9% |
| 1Y | -0.8% | +10.6% | -11.3% | -5.2% |
| 3Y | +43.5% | +24.6% | +18.9% | +27.7% |
| All | -15.8% | +71.8% | -87.6% | -33.6% |
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