+2,260.7%
TER vs AR
-27.2%
+2,287.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.6% |
| 7D | +0.6% | +2.5% | -1.9% | +0.2% |
| 30D | -8.3% | +14.8% | -23.1% | -10.2% |
| 3M | -12.2% | +6.2% | -18.4% | -13.3% |
| 6M | +17.1% | +4.3% | +12.8% | +15.2% |
| YTD | +84.7% | +14.4% | +70.3% | +78.7% |
| 1Y | +199.9% | +21.3% | +178.6% | +187.3% |
| 3Y | +232.8% | +39.8% | +193.0% | +209.5% |
| 5Y | +198.6% | +142.1% | +56.5% | +152.8% |
| 10Y | +1,669.7% | +52.0% | +1,617.7% | +1,383.5% |
| All | +2,260.7% | -27.2% | +2,287.9% | +2,139.8% |
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