+79.3%
PR vs AR
+40.7%
+38.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +2.9% | +2.5% | +0.4% | +1.6% |
| 30D | +18.0% | +14.8% | +3.2% | +9.6% |
| 3M | +16.9% | +6.2% | +10.6% | +13.0% |
| 6M | +28.2% | +4.3% | +23.9% | +25.1% |
| YTD | +69.3% | +14.4% | +55.0% | +56.5% |
| 1Y | +69.5% | +21.3% | +48.2% | +50.8% |
| All | +79.3% | +40.7% | +38.6% | +44.9% |
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 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