+5.7%
NI vs AR
+21.2%
-15.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.3% |
| 30D | -0.3% | +5.5% | -5.8% | -0.6% |
| 3M | -9.5% | +12.9% | -22.3% | -10.2% |
| 6M | -10.2% | +0.1% | -10.3% | -10.5% |
| YTD | +1.8% | +13.5% | -11.7% | +0.2% |
| 1Y | +5.7% | +21.6% | -15.9% | +3.2% |
| All | +5.7% | +21.2% | -15.5% | +3.2% |
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 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