-28.6%
U vs AR
+1,150.2%
-1,178.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.8% | +17.7% | +15.4% |
| 7D | +24.3% | -11.7% | +36.0% | +26.6% |
| 30D | +8.6% | +1.8% | +6.7% | +7.8% |
| 3M | +37.6% | +6.0% | +31.6% | +35.4% |
| 6M | +78.5% | -7.0% | +85.5% | +79.1% |
| YTD | +10.5% | +5.6% | +4.9% | +7.1% |
| 1Y | +15.2% | +10.8% | +4.4% | +10.4% |
| 3Y | +76.6% | +19.3% | +57.2% | +63.5% |
| 5Y | -67.9% | +73.3% | -141.2% | -71.6% |
| All | -28.6% | +1,150.2% | -1,178.8% | -50.3% |
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 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