+64.6%
MAR vs A
+29.5%
+35.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | -1.7% | -2.1% | +0.3% | -1.1% |
| 30D | -6.9% | +0.6% | -7.5% | -7.2% |
| 3M | -15.8% | +10.9% | -26.7% | -19.0% |
| 6M | +1.9% | +28.2% | -26.2% | -7.4% |
| YTD | +6.6% | +8.6% | -2.0% | +2.8% |
| 1Y | +23.7% | +15.5% | +8.1% | +16.3% |
| 3Y | +64.6% | +31.8% | +32.8% | +44.7% |
| All | +64.6% | +29.5% | +35.1% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling