+8.0%
IR vs AR
-7.2%
+15.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -3.3% |
| 7D | +2.3% | -11.7% | +14.0% | 0.0% |
| 30D | +3.3% | +1.8% | +1.5% | +3.5% |
| 3M | -9.0% | +6.0% | -15.0% | -7.3% |
| 6M | +8.0% | -7.0% | +15.0% | +4.1% |
| All | +8.0% | -7.2% | +15.2% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling