+177.1%
W vs AR
+46.6%
+130.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | -7.4% | +2.1% | -9.5% | -7.6% |
| 30D | +7.8% | +4.5% | +3.3% | +6.8% |
| 3M | +10.9% | +1.0% | +9.9% | +10.2% |
| 6M | +86.4% | +4.4% | +82.0% | +83.0% |
| YTD | +14.0% | +10.9% | +3.1% | +7.9% |
| 1Y | +3.5% | +8.6% | -5.0% | -1.8% |
| All | +177.1% | +46.6% | +130.5% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling