+124.1%
MAR vs AR
+19.9%
+104.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +4.3% | -14.3% | +18.6% | +5.4% |
| 30D | +16.8% | +1.4% | +15.4% | +16.5% |
| 3M | +16.0% | +3.4% | +12.6% | +15.4% |
| 6M | +16.5% | -2.1% | +18.5% | +16.2% |
| YTD | +35.0% | +4.7% | +30.3% | +32.4% |
| 1Y | +49.4% | +10.6% | +38.8% | +44.7% |
| 3Y | +124.1% | +24.6% | +99.5% | +107.9% |
| All | +124.1% | +19.9% | +104.1% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling