+169.5%
PR vs AR
+48.9%
+120.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +2.9% | +2.5% | +0.4% | +1.3% |
| 30D | +18.0% | +14.8% | +3.2% | +8.3% |
| 3M | +16.9% | +6.2% | +10.6% | +12.4% |
| 6M | +28.2% | +4.3% | +23.9% | +24.5% |
| YTD | +69.3% | +14.4% | +55.0% | +53.8% |
| 1Y | +69.5% | +21.3% | +48.2% | +46.9% |
| 3Y | +81.7% | +39.8% | +41.9% | +35.7% |
| 5Y | +422.2% | +142.1% | +280.2% | +162.5% |
| 10Y | +110.4% | +52.0% | +58.3% | -2.7% |
| All | +169.5% | +48.9% | +120.6% | +24.6% |
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