+32.8%
NET vs AR
+22.7%
+10.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -7.0% | +2.5% | -9.5% | -7.5% |
| 30D | -4.8% | +14.8% | -19.6% | -7.7% |
| 3M | +3.8% | +6.2% | -2.4% | +2.4% |
| 6M | +50.0% | +4.3% | +45.8% | +46.9% |
| YTD | +41.5% | +14.4% | +27.1% | +34.7% |
| 1Y | +32.8% | +21.3% | +11.5% | +24.6% |
| All | +32.8% | +22.7% | +10.2% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling