+449.1%
PL vs AR
+40.7%
+408.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -9.3% | +2.5% | -11.8% | -9.9% |
| 30D | -18.9% | +14.8% | -33.7% | -21.9% |
| 3M | -58.4% | +6.2% | -64.6% | -59.1% |
| 6M | -30.3% | +4.3% | -34.6% | -31.5% |
| YTD | -8.1% | +14.4% | -22.5% | -12.6% |
| 1Y | +180.5% | +21.3% | +159.2% | +157.8% |
| All | +449.1% | +40.7% | +408.3% | +349.6% |
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