+394.1%
RF vs AR
-27.2%
+421.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.3% | +2.5% | -1.2% | +0.8% |
| 30D | -3.6% | +14.8% | -18.4% | -6.4% |
| 3M | +8.1% | +6.2% | +1.9% | +6.3% |
| 6M | +11.5% | +4.3% | +7.2% | +9.4% |
| YTD | +15.6% | +14.4% | +1.2% | +10.8% |
| 1Y | +15.7% | +21.3% | -5.7% | +8.9% |
| 3Y | +86.9% | +39.8% | +47.1% | +65.8% |
| 5Y | +89.8% | +142.1% | -52.3% | +44.0% |
| 10Y | +344.7% | +52.0% | +292.6% | +183.2% |
| All | +394.1% | -27.2% | +421.3% | +231.4% |
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 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