-48.8%
SE vs AR
+14.7%
-63.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.3% | +10.7% | +3.1% |
| 7D | +6.7% | -11.1% | +17.8% | +4.3% |
| 30D | -17.2% | +7.9% | -25.1% | -16.1% |
| 3M | -28.0% | +4.9% | -32.9% | -27.2% |
| 6M | -6.1% | -5.3% | -0.8% | -6.3% |
| YTD | -37.1% | +8.6% | -45.8% | -36.2% |
| 1Y | -48.8% | +13.7% | -62.4% | -48.6% |
| All | -48.8% | +14.7% | -63.5% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling