+1,029.3%
MAR vs AR
-33.4%
+1,062.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +4.3% | -14.3% | +18.6% | +6.7% |
| 30D | +16.8% | +1.4% | +15.4% | +16.3% |
| 3M | +16.0% | +3.4% | +12.6% | +14.9% |
| 6M | +16.5% | -2.1% | +18.5% | +15.9% |
| YTD | +35.0% | +4.7% | +30.3% | +31.9% |
| 1Y | +49.4% | +10.6% | +38.8% | +44.3% |
| 3Y | +124.1% | +24.6% | +99.5% | +107.2% |
| 5Y | +159.2% | +71.9% | +87.3% | +119.2% |
| 10Y | +553.9% | +46.4% | +507.6% | +316.0% |
| All | +1,029.3% | -33.4% | +1,062.6% | +669.1% |
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 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