+238.8%
SPOT vs AR
+46.7%
+192.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -0.9% | +2.5% | -3.4% | -1.2% |
| 30D | +12.5% | +14.8% | -2.3% | +11.0% |
| 3M | +9.9% | +6.2% | +3.7% | +9.1% |
| 6M | +1.6% | +4.3% | -2.7% | +0.6% |
| YTD | -6.6% | +14.4% | -21.0% | -8.6% |
| 1Y | -22.9% | +21.3% | -44.3% | -25.4% |
| All | +238.8% | +46.7% | +192.1% | +229.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling