+293.9%
PM vs AR
-27.2%
+321.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.9% |
| 7D | -4.9% | +2.5% | -7.4% | -5.0% |
| 30D | -3.4% | +14.8% | -18.2% | -4.1% |
| 3M | +5.2% | +6.2% | -1.1% | +4.8% |
| 6M | +3.7% | +4.3% | -0.6% | +3.3% |
| YTD | +15.8% | +14.4% | +1.4% | +14.6% |
| 1Y | +17.4% | +21.3% | -4.0% | +15.7% |
| 3Y | +116.9% | +39.8% | +77.1% | +109.9% |
| 5Y | +117.3% | +142.1% | -24.8% | +100.6% |
| 10Y | +193.8% | +52.0% | +141.7% | +153.3% |
| All | +293.9% | -27.2% | +321.1% | +253.0% |
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