+90.1%
RF vs AR
+143.7%
-53.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.3% | +2.5% | -1.2% | +0.7% |
| 30D | -3.6% | +14.8% | -18.4% | -6.6% |
| 3M | +8.1% | +6.2% | +1.9% | +6.3% |
| 6M | +11.5% | +4.3% | +7.2% | +9.3% |
| YTD | +15.6% | +14.4% | +1.2% | +10.3% |
| 1Y | +15.7% | +21.3% | -5.7% | +8.1% |
| 3Y | +86.9% | +39.8% | +47.1% | +61.7% |
| All | +90.1% | +143.7% | -53.6% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling