+237.3%
P vs AR
+75.2%
+162.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.8% | -13.6% | -15.8% |
| 7D | -31.9% | -11.7% | -20.2% | -30.1% |
| 30D | -36.5% | +1.8% | -38.4% | -36.7% |
| 3M | +11.6% | +6.0% | +5.6% | +10.3% |
| 6M | +25.2% | -7.0% | +32.2% | +26.5% |
| YTD | +39.4% | +5.6% | +33.9% | +36.6% |
| 1Y | -3.7% | +10.8% | -14.5% | -7.3% |
| 3Y | +167.3% | +19.3% | +148.0% | +152.6% |
| 5Y | +237.3% | +73.3% | +164.0% | +192.9% |
| All | +237.3% | +75.2% | +162.2% | +192.9% |
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 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