+29.7%
PM vs AR
+11.6%
+18.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +1.1% |
| 7D | -7.1% | +2.1% | -9.2% | -7.0% |
| 30D | -2.8% | +4.5% | -7.3% | -2.9% |
| 3M | +6.3% | +1.0% | +5.3% | +6.2% |
| 6M | +9.6% | +4.4% | +5.2% | +9.8% |
| YTD | +25.6% | +10.9% | +14.7% | +26.8% |
| 1Y | +29.7% | +8.6% | +21.1% | +30.3% |
| All | +29.7% | +11.6% | +18.1% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling