-39.0%
U vs AR
+1,254.3%
-1,293.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.8% | +2.5% | -6.3% | -4.2% |
| 30D | +17.5% | +14.8% | +2.7% | +14.6% |
| 3M | +38.7% | +6.2% | +32.5% | +36.8% |
| 6M | +104.4% | +4.3% | +100.1% | +101.3% |
| YTD | -5.7% | +14.4% | -20.0% | -9.4% |
| 1Y | +3.7% | +21.3% | -17.7% | -1.9% |
| 3Y | +12.3% | +39.8% | -27.5% | +1.5% |
| 5Y | -68.8% | +142.1% | -210.9% | -73.4% |
| All | -39.0% | +1,254.3% | -1,293.3% | -57.9% |
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