+67.1%
F vs AR
-27.2%
+94.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +5.3% | +2.5% | +2.8% | +4.9% |
| 30D | +4.6% | +14.8% | -10.2% | +2.1% |
| 3M | -3.7% | +6.2% | -9.9% | -4.9% |
| 6M | +16.8% | +4.3% | +12.5% | +14.9% |
| YTD | +15.3% | +14.4% | +0.9% | +11.2% |
| 1Y | +31.0% | +21.3% | +9.7% | +24.5% |
| 3Y | +45.4% | +39.8% | +5.6% | +31.5% |
| 5Y | +54.7% | +142.1% | -87.4% | +23.3% |
| 10Y | +98.2% | +52.0% | +46.2% | +38.4% |
| All | +67.1% | -27.2% | +94.3% | +23.3% |
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