+1,306.6%
TER vs AR
-32.8%
+1,339.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.8% | -12.4% | -14.8% |
| 7D | -28.2% | -11.7% | -16.5% | -26.9% |
| 30D | -50.6% | +1.8% | -52.4% | -50.7% |
| 3M | -45.3% | +6.0% | -51.3% | -46.0% |
| 6M | -40.4% | -7.0% | -33.4% | -40.2% |
| YTD | +10.0% | +5.6% | +4.5% | +7.5% |
| 1Y | +13.6% | +10.8% | +2.8% | +10.1% |
| 3Y | +145.2% | +19.3% | +125.9% | +133.0% |
| 5Y | +50.4% | +73.3% | -23.0% | +32.9% |
| 10Y | +882.9% | +47.6% | +835.3% | +725.2% |
| All | +1,306.6% | -32.8% | +1,339.4% | +1,247.2% |
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