+589.4%
SE vs AR
+101.1%
+488.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -6.1% | +2.5% | -8.6% | -6.4% |
| 30D | -2.5% | +14.8% | -17.3% | -4.1% |
| 3M | +21.7% | +6.2% | +15.5% | +20.6% |
| 6M | +27.0% | +4.3% | +22.7% | +25.6% |
| YTD | -12.1% | +14.4% | -26.5% | -14.4% |
| 1Y | -40.9% | +21.3% | -62.3% | -43.1% |
| 3Y | +191.0% | +39.8% | +151.2% | +173.5% |
| 5Y | -68.3% | +142.1% | -210.4% | -71.9% |
| All | +589.4% | +101.1% | +488.3% | +571.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling