+451.0%
NI vs AR
-33.4%
+484.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -0.9% | -14.3% | +13.3% | 0.0% |
| 30D | +9.6% | +1.4% | +8.2% | +9.5% |
| 3M | +2.5% | +3.4% | -0.9% | +2.1% |
| 6M | -5.8% | -2.1% | -3.8% | -5.9% |
| YTD | +8.6% | +4.7% | +3.9% | +7.8% |
| 1Y | +6.0% | +10.6% | -4.6% | +4.8% |
| 3Y | +91.0% | +24.6% | +66.4% | +86.0% |
| 5Y | +104.8% | +71.9% | +32.9% | +94.1% |
| 10Y | +176.7% | +46.4% | +130.3% | +139.1% |
| All | +451.0% | -33.4% | +484.4% | +419.0% |
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