+6.7%
NI vs AR
+22.7%
-16.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +2.0% | +2.5% | -0.5% | +1.8% |
| 30D | -3.5% | +14.8% | -18.3% | -4.5% |
| 3M | -9.1% | +6.2% | -15.3% | -9.6% |
| 6M | -11.8% | +4.3% | -16.1% | -12.4% |
| YTD | +1.1% | +14.4% | -13.3% | -0.5% |
| 1Y | +6.7% | +21.3% | -14.6% | +4.1% |
| All | +6.7% | +22.7% | -16.0% | +4.1% |
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 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