-78.0%
SE vs AR
+71.8%
-149.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +2.0% | -14.3% | +16.3% | +5.2% |
| 30D | -20.0% | +1.4% | -21.4% | -20.6% |
| 3M | -31.8% | +3.4% | -35.2% | -32.7% |
| 6M | -15.9% | -2.1% | -13.8% | -16.4% |
| YTD | -40.6% | +4.7% | -45.3% | -42.7% |
| 1Y | -50.7% | +10.6% | -61.3% | -53.3% |
| 3Y | +70.3% | +24.6% | +45.7% | +54.2% |
| All | -78.0% | +71.8% | -149.8% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling