-68.4%
U vs AR
+71.8%
-140.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +36.6% | -14.3% | +50.8% | +40.6% |
| 30D | +13.3% | +1.4% | +11.9% | +12.4% |
| 3M | +26.2% | +3.4% | +22.8% | +24.2% |
| 6M | +88.7% | -2.1% | +90.8% | +87.3% |
| YTD | +16.6% | +4.7% | +11.9% | +12.1% |
| 1Y | +29.0% | +10.6% | +18.4% | +22.0% |
| 3Y | +99.5% | +24.6% | +74.9% | +77.4% |
| All | -68.4% | +71.8% | -140.2% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling