+304.7%
SPOT vs AR
+84.8%
+219.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.8% |
| 7D | +1.6% | -14.3% | +15.9% | +2.8% |
| 30D | +17.6% | +1.4% | +16.1% | +17.3% |
| 3M | +26.9% | +3.4% | +23.5% | +26.5% |
| 6M | +41.8% | -2.1% | +43.9% | +41.7% |
| YTD | +3.8% | +4.7% | -0.9% | +2.9% |
| 1Y | -2.5% | +10.6% | -13.0% | -3.8% |
| 3Y | +260.6% | +24.6% | +236.0% | +249.2% |
| 5Y | +108.6% | +71.9% | +36.7% | +96.1% |
| All | +304.7% | +84.8% | +219.8% | +351.3% |
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 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