+319.4%
IR vs AR
+72.6%
+246.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.3% |
| 7D | +2.3% | -11.7% | +14.0% | +4.3% |
| 30D | +3.3% | +1.8% | +1.5% | +2.8% |
| 3M | -9.0% | +6.0% | -15.0% | -10.2% |
| 6M | +8.0% | -7.0% | +15.0% | +8.4% |
| YTD | +3.4% | +5.6% | -2.2% | +0.9% |
| 1Y | +4.5% | +10.8% | -6.3% | +0.9% |
| 3Y | +25.6% | +19.3% | +6.3% | +17.2% |
| 5Y | +43.8% | +73.3% | -29.5% | +21.8% |
| All | +319.4% | +72.6% | +246.8% | +268.8% |
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