+59.6%
T vs AR
+19.9%
+39.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | +1.0% | -14.3% | +15.3% | +1.4% |
| 30D | -10.6% | +1.4% | -12.0% | -10.7% |
| 3M | -7.7% | +3.4% | -11.1% | -7.9% |
| 6M | -13.3% | -2.1% | -11.2% | -13.4% |
| YTD | -8.8% | +4.7% | -13.5% | -8.8% |
| 1Y | -8.4% | +10.6% | -19.0% | -8.4% |
| 3Y | +59.6% | +24.6% | +35.1% | +57.1% |
| All | +59.6% | +19.9% | +39.7% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling