+3.9%
P vs AR
+8.4%
-4.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +3.6% |
| 7D | -23.8% | -14.3% | -9.5% | -23.0% |
| 30D | -36.6% | +1.4% | -38.1% | -36.1% |
| 3M | +10.9% | +3.4% | +7.5% | +11.8% |
| 6M | +30.0% | -2.1% | +32.1% | +31.1% |
| YTD | +44.4% | +4.7% | +39.7% | +42.4% |
| 1Y | +3.9% | +10.6% | -6.6% | +8.9% |
| All | +3.9% | +8.4% | -4.4% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling