+167.1%
P vs AR
+20.9%
+146.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.8% | -13.6% | -15.6% |
| 7D | -31.9% | -11.7% | -20.2% | -29.3% |
| 30D | -36.5% | +1.8% | -38.4% | -36.7% |
| 3M | +11.6% | +6.0% | +5.6% | +9.7% |
| 6M | +25.2% | -7.0% | +32.2% | +27.2% |
| YTD | +39.4% | +5.6% | +33.9% | +34.8% |
| 1Y | -3.7% | +10.8% | -14.5% | -9.6% |
| All | +167.1% | +20.9% | +146.2% | +138.6% |
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