+413.1%
NI vs AR
-27.2%
+440.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +2.0% | +2.5% | -0.5% | +1.9% |
| 30D | -3.5% | +14.8% | -18.3% | -4.4% |
| 3M | -9.1% | +6.2% | -15.3% | -9.5% |
| 6M | -11.8% | +4.3% | -16.1% | -12.2% |
| YTD | +1.1% | +14.4% | -13.3% | -0.1% |
| 1Y | +6.7% | +21.3% | -14.6% | +4.9% |
| 3Y | +71.1% | +39.8% | +31.3% | +65.5% |
| 5Y | +94.3% | +142.1% | -47.8% | +80.9% |
| 10Y | +135.8% | +52.0% | +83.7% | +103.4% |
| All | +413.1% | -27.2% | +440.3% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling