+14.2%
W vs AR
+18.5%
-4.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.2% |
| 7D | -4.2% | +2.5% | -6.7% | -3.1% |
| 30D | -7.6% | +14.8% | -22.4% | -1.9% |
| 3M | +37.2% | +6.2% | +30.9% | +43.6% |
| 6M | +26.3% | +4.3% | +22.0% | +31.9% |
| YTD | -1.0% | +14.4% | -15.3% | +5.6% |
| All | +14.2% | +18.5% | -4.2% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling