+264.0%
SPOT vs AR
+101.9%
+162.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | +12.5% | +14.8% | -2.3% | +11.3% |
| 3M | +9.9% | +6.2% | +3.7% | +9.3% |
| 6M | +1.6% | +4.3% | -2.7% | +0.9% |
| YTD | -6.6% | +14.4% | -21.0% | -8.0% |
| 1Y | -22.9% | +21.3% | -44.3% | -24.6% |
| 3Y | +244.3% | +39.8% | +204.5% | +230.5% |
| 5Y | +117.8% | +142.1% | -24.3% | +100.3% |
| All | +264.0% | +101.9% | +162.1% | +303.6% |
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