+11.1%
PL vs AR
+75.2%
-64.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.8% | -7.3% | -9.5% |
| 7D | -20.5% | -11.7% | -8.8% | -18.3% |
| 30D | -38.8% | +1.8% | -40.6% | -39.1% |
| 3M | -49.1% | +6.0% | -55.1% | -50.0% |
| 6M | -69.4% | -7.0% | -62.4% | -69.1% |
| YTD | -42.3% | +5.6% | -47.9% | -43.9% |
| 1Y | -14.2% | +10.8% | -25.0% | -18.1% |
| 3Y | +398.7% | +19.3% | +379.4% | +354.6% |
| 5Y | +11.1% | +73.3% | -62.2% | -8.8% |
| All | +11.1% | +75.2% | -64.0% | -8.8% |
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