+327.1%
NET vs AR
+40.7%
+286.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -7.0% | +2.5% | -9.5% | -7.6% |
| 30D | -4.8% | +14.8% | -19.6% | -8.4% |
| 3M | +3.8% | +6.2% | -2.4% | +1.8% |
| 6M | +50.0% | +4.3% | +45.8% | +47.2% |
| YTD | +41.5% | +14.4% | +27.1% | +34.8% |
| 1Y | +32.8% | +21.3% | +11.5% | +23.7% |
| All | +327.1% | +40.7% | +286.3% | +300.2% |
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