+69.5%
NI vs AR
+46.7%
+22.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +2.0% | +2.5% | -0.5% | +1.7% |
| 30D | -3.5% | +14.8% | -18.3% | -5.2% |
| 3M | -9.1% | +6.2% | -15.3% | -9.9% |
| 6M | -11.8% | +4.3% | -16.1% | -12.6% |
| YTD | +1.1% | +14.4% | -13.3% | -1.2% |
| 1Y | +6.7% | +21.3% | -14.6% | +3.1% |
| All | +69.5% | +46.7% | +22.8% | +55.5% |
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