+255.4%
GE vs AR
-27.2%
+282.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.6% | +2.5% | -4.1% | -2.0% |
| 30D | -11.6% | +14.8% | -26.4% | -13.6% |
| 3M | +3.0% | +6.2% | -3.2% | +1.6% |
| 6M | -0.5% | +4.3% | -4.8% | -2.3% |
| YTD | +9.7% | +14.4% | -4.6% | +5.8% |
| 1Y | +20.0% | +21.3% | -1.3% | +14.1% |
| 3Y | +275.8% | +39.8% | +236.0% | +241.5% |
| 5Y | +429.1% | +142.1% | +287.0% | +317.8% |
| 10Y | +151.2% | +52.0% | +99.1% | +65.2% |
| All | +255.4% | -27.2% | +282.6% | +150.8% |
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