+465.0%
SPY vs AR
-27.2%
+492.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.1% |
| 30D | +0.1% | +14.8% | -14.7% | -1.3% |
| 3M | +2.0% | +6.2% | -4.2% | +1.2% |
| 6M | +13.0% | +4.3% | +8.7% | +12.1% |
| YTD | +13.5% | +14.4% | -0.8% | +11.4% |
| 1Y | +20.0% | +21.3% | -1.4% | +16.8% |
| 3Y | +77.2% | +39.8% | +37.4% | +68.2% |
| 5Y | +81.9% | +142.1% | -60.2% | +61.5% |
| 10Y | +314.1% | +52.0% | +262.0% | +253.2% |
| All | +465.0% | -27.2% | +492.2% | +411.0% |
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