+23.5%
UL vs AR
+143.7%
-120.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | +0.5% | +14.8% | -14.3% | +0.3% |
| 3M | +17.6% | +6.2% | +11.4% | +17.5% |
| 6M | -5.4% | +4.3% | -9.7% | -5.5% |
| YTD | +0.7% | +14.4% | -13.7% | +0.4% |
| 1Y | -9.3% | +21.3% | -30.6% | -9.7% |
| 3Y | +24.5% | +39.8% | -15.3% | +22.1% |
| All | +23.5% | +143.7% | -120.3% | +17.2% |
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 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