+73.2%
SPY vs AR
+101.6%
-28.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +3.3% | +6.4% | -3.1% | +2.5% |
| 30D | -2.7% | +3.1% | -5.8% | -3.2% |
| 3M | -1.7% | +3.3% | -5.0% | -2.4% |
| 6M | +3.1% | +6.6% | -3.5% | +1.7% |
| YTD | +11.9% | +12.3% | -0.4% | +8.9% |
| 1Y | +12.0% | +12.3% | -0.3% | +8.8% |
| 3Y | +78.2% | +50.4% | +27.7% | +63.3% |
| 5Y | +73.2% | +101.0% | -27.7% | +49.7% |
| All | +73.2% | +101.6% | -28.4% | +49.7% |
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