-40.4%
TER vs AR
-7.2%
-33.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -16.2% |
| 7D | -28.2% | -11.7% | -16.5% | -32.0% |
| 30D | -50.6% | +1.8% | -52.4% | -49.1% |
| 3M | -45.3% | +6.0% | -51.3% | -41.9% |
| 6M | -40.4% | -7.0% | -33.4% | -41.4% |
| All | -40.4% | -7.2% | -33.2% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling