-15.9%
SE vs AR
-4.6%
-11.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | 0.0% |
| 7D | +2.0% | -14.3% | +16.3% | -1.1% |
| 30D | -20.0% | +1.4% | -21.4% | -20.2% |
| 3M | -31.8% | +3.4% | -35.2% | -31.3% |
| 6M | -15.9% | -2.1% | -13.8% | -14.6% |
| All | -15.9% | -4.6% | -11.3% | -14.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling