+3.7%
SO vs AR
+14.7%
-11.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.4% |
| 7D | +1.7% | -11.1% | +12.9% | +2.3% |
| 30D | +11.1% | +7.9% | +3.2% | +10.7% |
| 3M | +0.7% | +4.9% | -4.2% | +0.3% |
| 6M | -1.4% | -5.3% | +3.9% | -1.3% |
| YTD | +9.4% | +8.6% | +0.8% | +8.4% |
| 1Y | +3.7% | +13.7% | -9.9% | +2.1% |
| All | +3.7% | +14.7% | -11.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling