+62.6%
NDAQ vs AR
+71.8%
-9.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.8% | -14.3% | +15.1% | +2.7% |
| 30D | +16.5% | +1.4% | +15.1% | +16.2% |
| 3M | +13.5% | +3.4% | +10.1% | +12.7% |
| 6M | +20.9% | -2.1% | +23.0% | +20.7% |
| YTD | +11.4% | +4.7% | +6.7% | +9.7% |
| 1Y | +25.9% | +10.6% | +15.4% | +22.8% |
| 3Y | +119.9% | +24.6% | +95.3% | +108.2% |
| All | +62.6% | +71.8% | -9.2% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling