+168.3%
GM vs AR
+44.7%
+123.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | -1.8% | +12.6% | -14.4% | -3.0% |
| 3M | +2.6% | +10.0% | -7.4% | +1.5% |
| 6M | +14.6% | +0.6% | +13.9% | +13.9% |
| YTD | +6.2% | +13.4% | -7.2% | +3.3% |
| 1Y | +48.7% | +21.7% | +27.0% | +42.2% |
| 3Y | +168.3% | +45.8% | +122.5% | +141.7% |
| All | +168.3% | +44.7% | +123.6% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling