+485.4%
P vs AR
+68.8%
+416.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +6.5% | +2.5% | +4.0% | +6.2% |
| 30D | +18.8% | +14.8% | +4.0% | +16.8% |
| 3M | +26.7% | +6.2% | +20.5% | +25.6% |
| 6M | +62.2% | +4.3% | +57.9% | +60.7% |
| YTD | +48.5% | +14.4% | +34.1% | +45.2% |
| 1Y | +26.4% | +21.3% | +5.1% | +22.0% |
| 3Y | +159.4% | +39.8% | +119.6% | +144.9% |
| 5Y | +275.8% | +142.1% | +133.7% | +225.8% |
| 10Y | +732.0% | +52.0% | +680.0% | +574.1% |
| All | +485.4% | +68.8% | +416.6% | +382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling