-77.8%
SE vs AR
+98.1%
-175.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.0% |
| 7D | -7.7% | +2.1% | -9.8% | -8.1% |
| 30D | -22.8% | +4.5% | -27.3% | -23.8% |
| 3M | -43.7% | +1.0% | -44.7% | -44.2% |
| 6M | -12.8% | +4.4% | -17.2% | -14.6% |
| YTD | -42.0% | +10.9% | -52.9% | -44.7% |
| 1Y | -48.0% | +8.6% | -56.6% | -50.3% |
| 3Y | +62.7% | +48.5% | +14.2% | +41.7% |
| 5Y | -77.8% | +95.7% | -173.5% | -81.1% |
| All | -77.8% | +98.1% | -175.9% | -81.1% |
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 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