+241.3%
GE vs AR
-33.4%
+274.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +7.1% | -14.3% | +21.4% | +9.7% |
| 30D | +6.5% | +1.4% | +5.0% | +6.0% |
| 3M | -13.6% | +3.4% | -16.9% | -14.5% |
| 6M | +6.0% | -2.1% | +8.0% | +5.4% |
| YTD | +5.4% | +4.7% | +0.7% | +2.7% |
| 1Y | +6.5% | +10.6% | -4.1% | +2.5% |
| 3Y | +268.6% | +24.6% | +244.0% | +241.0% |
| 5Y | +389.0% | +71.9% | +317.2% | +309.2% |
| 10Y | +163.3% | +46.4% | +116.9% | +74.2% |
| All | +241.3% | -33.4% | +274.7% | +143.4% |
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