+770.7%
V vs AR
-27.2%
+797.9%
-36.4%
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 | -1.7% | +2.5% | -4.2% | -1.9% |
| 30D | +2.0% | +14.8% | -12.8% | +0.7% |
| 3M | +17.4% | +6.2% | +11.1% | +16.6% |
| 6M | +17.5% | +4.3% | +13.2% | +16.7% |
| YTD | +7.6% | +14.4% | -6.8% | +5.8% |
| 1Y | +7.7% | +21.3% | -13.6% | +5.1% |
| 3Y | +54.7% | +39.8% | +14.9% | +46.9% |
| 5Y | +73.0% | +142.1% | -69.0% | +53.6% |
| 10Y | +390.9% | +52.0% | +338.8% | +304.3% |
| All | +770.7% | -27.2% | +797.9% | +659.0% |
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