+881.0%
V vs AR
-32.8%
+913.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -3.0% |
| 7D | +2.9% | -11.7% | +14.6% | +4.0% |
| 30D | +14.0% | +1.8% | +12.2% | +13.7% |
| 3M | +14.9% | +6.0% | +8.9% | +14.1% |
| 6M | +31.7% | -7.0% | +38.8% | +32.2% |
| YTD | +21.2% | +5.6% | +15.6% | +19.8% |
| 1Y | +25.3% | +10.8% | +14.5% | +23.1% |
| 3Y | +77.5% | +19.3% | +58.2% | +70.9% |
| 5Y | +102.6% | +73.3% | +29.2% | +85.0% |
| 10Y | +464.3% | +47.6% | +416.7% | +365.4% |
| All | +881.0% | -32.8% | +913.8% | +759.9% |
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