+68.9%
SE vs AR
+42.3%
+26.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.7% |
| 7D | 0.0% | -5.8% | +5.8% | +1.0% |
| 30D | -19.4% | +4.8% | -24.2% | -20.4% |
| 3M | -33.1% | +1.5% | -34.6% | -33.7% |
| 6M | -11.4% | +4.7% | -16.2% | -13.1% |
| YTD | -39.8% | +9.2% | -49.0% | -42.5% |
| 1Y | -50.5% | +11.2% | -61.6% | -53.2% |
| 3Y | +68.9% | +46.2% | +22.6% | +39.3% |
| All | +68.9% | +42.3% | +26.6% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling