+31.0%
O vs AR
+40.7%
-9.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.7% | +2.5% | -3.2% | -0.8% |
| 30D | -1.9% | +14.8% | -16.7% | -2.4% |
| 3M | +3.8% | +6.2% | -2.4% | +3.5% |
| 6M | -4.7% | +4.3% | -9.0% | -5.1% |
| YTD | +12.5% | +14.4% | -1.9% | +11.4% |
| 1Y | +10.8% | +21.3% | -10.5% | +9.3% |
| All | +31.0% | +40.7% | -9.8% | +24.6% |
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