+111.7%
SPOT vs AR
+140.6%
-28.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -2.9% | -1.8% | -1.0% | -2.6% |
| 30D | +8.3% | +12.6% | -4.3% | +6.7% |
| 3M | +5.1% | +10.0% | -5.0% | +3.7% |
| 6M | -6.5% | +0.6% | -7.1% | -7.0% |
| YTD | -9.0% | +13.4% | -22.4% | -11.1% |
| 1Y | -26.4% | +21.7% | -48.1% | -29.1% |
| 3Y | +240.0% | +45.8% | +194.2% | +215.9% |
| 5Y | +111.7% | +144.3% | -32.5% | +89.2% |
| All | +111.7% | +140.6% | -28.9% | +89.2% |
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