-74.5%
U vs AR
+101.6%
-176.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +2.8% | +6.4% | -3.6% | +1.5% |
| 30D | +7.6% | +3.1% | +4.5% | +6.4% |
| 3M | +12.7% | +3.3% | +9.4% | +11.1% |
| 6M | +87.0% | +6.6% | +80.4% | +82.2% |
| YTD | +13.6% | +12.3% | +1.3% | +7.5% |
| 1Y | +25.3% | +12.3% | +13.0% | +18.4% |
| 3Y | +85.8% | +50.4% | +35.3% | +57.4% |
| 5Y | -74.5% | +101.0% | -175.5% | -79.7% |
| All | -74.5% | +101.6% | -176.1% | -79.7% |
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