+77.0%
SO vs AR
+71.8%
+5.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.0% |
| 7D | -1.5% | -14.3% | +12.8% | -0.8% |
| 30D | +8.1% | +1.4% | +6.6% | +8.0% |
| 3M | +0.2% | +3.4% | -3.2% | 0.0% |
| 6M | +0.4% | -2.1% | +2.5% | +0.3% |
| YTD | +8.5% | +4.7% | +3.8% | +8.0% |
| 1Y | +4.9% | +10.6% | -5.6% | +4.1% |
| 3Y | +47.9% | +24.6% | +23.3% | +43.8% |
| All | +77.0% | +71.8% | +5.2% | +74.2% |
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