+14.9%
O vs AR
+143.7%
-128.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.7% | +2.5% | -3.2% | -0.9% |
| 30D | -1.9% | +14.8% | -16.7% | -3.0% |
| 3M | +3.8% | +6.2% | -2.4% | +3.2% |
| 6M | -4.7% | +4.3% | -9.0% | -5.3% |
| YTD | +12.5% | +14.4% | -1.9% | +10.8% |
| 1Y | +10.8% | +21.3% | -10.5% | +8.4% |
| 3Y | +28.8% | +39.8% | -11.0% | +21.7% |
| All | +14.9% | +143.7% | -128.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling