+199.9%
TER vs AR
+22.7%
+177.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.4% |
| 7D | +0.6% | +2.5% | -1.9% | +0.9% |
| 30D | -8.3% | +14.8% | -23.1% | -7.0% |
| 3M | -12.2% | +6.2% | -18.4% | -10.9% |
| 6M | +17.1% | +4.3% | +12.8% | +17.2% |
| YTD | +84.7% | +14.4% | +70.3% | +79.3% |
| 1Y | +199.9% | +21.3% | +178.6% | +190.1% |
| All | +199.9% | +22.7% | +177.3% | +190.1% |
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 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