+812.5%
MAR vs AR
-27.2%
+839.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -4.2% | +2.5% | -6.6% | -4.5% |
| 30D | -6.7% | +14.8% | -21.5% | -8.8% |
| 3M | -12.5% | +6.2% | -18.7% | -13.7% |
| 6M | +0.6% | +4.3% | -3.7% | -0.9% |
| YTD | +9.1% | +14.4% | -5.3% | +5.5% |
| 1Y | +26.2% | +21.3% | +4.9% | +20.3% |
| 3Y | +68.2% | +39.8% | +28.4% | +52.8% |
| 5Y | +163.9% | +142.1% | +21.8% | +110.9% |
| 10Y | +420.6% | +52.0% | +368.5% | +229.4% |
| All | +812.5% | -27.2% | +839.7% | +514.8% |
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