-50.5%
SE vs AR
+9.7%
-60.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +2.2% |
| 7D | 0.0% | -5.8% | +5.8% | -1.2% |
| 30D | -19.4% | +4.8% | -24.2% | -18.7% |
| 3M | -33.1% | +1.5% | -34.6% | -32.8% |
| 6M | -11.4% | +4.7% | -16.2% | -10.1% |
| YTD | -39.8% | +9.2% | -49.0% | -38.9% |
| 1Y | -50.5% | +11.2% | -61.6% | -50.1% |
| All | -50.5% | +9.7% | -60.2% | -50.1% |
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