+440.7%
SPY vs AR
-33.4%
+474.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.7% | -14.3% | +11.6% | -1.3% |
| 30D | -5.4% | +1.4% | -6.8% | -5.6% |
| 3M | -4.1% | +3.4% | -7.5% | -4.6% |
| 6M | +0.7% | -2.1% | +2.8% | +0.5% |
| YTD | +8.7% | +4.7% | +4.0% | +7.4% |
| 1Y | +10.9% | +10.6% | +0.3% | +8.9% |
| 3Y | +75.0% | +24.6% | +50.4% | +67.9% |
| 5Y | +67.8% | +71.9% | -4.1% | +53.5% |
| 10Y | +312.9% | +46.4% | +266.5% | +253.0% |
| All | +440.7% | -33.4% | +474.1% | +392.4% |
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