-7.4%
T vs AR
+9.7%
-17.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +1.0% |
| 7D | +2.6% | -5.8% | +8.3% | +3.1% |
| 30D | -1.1% | +4.8% | -5.9% | -1.9% |
| 3M | -7.7% | +1.5% | -9.3% | -8.2% |
| 6M | -10.6% | +4.7% | -15.3% | -11.6% |
| YTD | -7.5% | +9.2% | -16.7% | -8.4% |
| 1Y | -7.4% | +11.2% | -18.6% | -8.4% |
| All | -7.4% | +9.7% | -17.1% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling