+325.3%
IR vs A
+234.5%
+90.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | +3.7% | -0.1% | +3.7% | +3.7% |
| 30D | +7.4% | +3.4% | +4.1% | +5.5% |
| 3M | -5.9% | +23.8% | -29.8% | -16.3% |
| 6M | +5.6% | +49.0% | -43.4% | -15.8% |
| YTD | +4.8% | +29.4% | -24.6% | -10.2% |
| 1Y | +6.9% | +19.4% | -12.4% | -4.3% |
| 3Y | +27.6% | +66.2% | -38.6% | -8.5% |
| 5Y | +45.8% | +15.8% | +30.0% | +25.3% |
| All | +325.3% | +234.5% | +90.8% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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