+35.5%
PM vs AR
+8.4%
+27.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -5.2% | -14.3% | +9.0% | -5.1% |
| 30D | +2.7% | +1.4% | +1.3% | +2.6% |
| 3M | +5.2% | +3.4% | +1.8% | +5.3% |
| 6M | +17.0% | -2.1% | +19.1% | +17.1% |
| YTD | +25.5% | +4.7% | +20.8% | +26.5% |
| 1Y | +35.5% | +10.6% | +24.9% | +35.9% |
| All | +35.5% | +8.4% | +27.1% | +35.9% |
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 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