+365.1%
SE vs AR
+85.6%
+279.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -5.3% |
| 7D | -1.2% | -11.7% | +10.5% | +0.2% |
| 30D | -21.7% | +1.8% | -23.5% | -22.0% |
| 3M | -34.2% | +6.0% | -40.2% | -34.9% |
| 6M | -10.5% | -7.0% | -3.4% | -10.3% |
| YTD | -40.7% | +5.6% | -46.3% | -41.9% |
| 1Y | -52.1% | +10.8% | -62.9% | -53.4% |
| 3Y | +68.9% | +19.3% | +49.5% | +61.4% |
| 5Y | -78.9% | +73.3% | -152.2% | -80.7% |
| All | +365.1% | +85.6% | +279.5% | +355.8% |
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