-46.2%
SE vs AR
+11.3%
-57.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | +7.4% | -7.9% | +0.8% |
| 30D | -20.9% | +5.8% | -26.7% | -20.2% |
| 3M | -38.9% | +5.2% | -44.1% | -38.3% |
| 6M | -19.4% | +5.4% | -24.9% | -18.2% |
| YTD | -40.9% | +12.4% | -53.3% | -40.2% |
| 1Y | -46.2% | +12.8% | -59.0% | -45.6% |
| All | -46.2% | +11.3% | -57.5% | -45.6% |
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