-54.2%
W vs AR
+71.8%
-126.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -3.6% | -14.3% | +10.7% | -0.4% |
| 30D | +7.0% | +1.4% | +5.5% | +6.2% |
| 3M | +7.4% | +3.4% | +4.0% | +5.5% |
| 6M | +69.3% | -2.1% | +71.4% | +66.7% |
| YTD | +11.3% | +4.7% | +6.6% | +5.8% |
| 1Y | +13.2% | +10.6% | +2.6% | +5.2% |
| 3Y | +142.0% | +24.6% | +117.4% | +111.3% |
| All | -54.2% | +71.8% | -126.1% | -61.3% |
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 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