+44.1%
IR vs AR
+71.8%
-27.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +3.7% | -14.3% | +17.9% | +6.1% |
| 30D | +7.4% | +1.4% | +6.0% | +7.0% |
| 3M | -5.9% | +3.4% | -9.3% | -6.8% |
| 6M | +5.6% | -2.1% | +7.6% | +5.1% |
| YTD | +4.8% | +4.7% | +0.1% | +2.1% |
| 1Y | +6.9% | +10.6% | -3.6% | +2.7% |
| 3Y | +27.6% | +24.6% | +3.0% | +16.9% |
| All | +44.1% | +71.8% | -27.7% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling