-63.1%
W vs AR
+143.7%
-206.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | -4.2% | +2.5% | -6.7% | -4.8% |
| 30D | -7.6% | +14.8% | -22.4% | -10.8% |
| 3M | +37.2% | +6.2% | +30.9% | +34.0% |
| 6M | +26.3% | +4.3% | +22.0% | +22.7% |
| YTD | -1.0% | +14.4% | -15.3% | -7.1% |
| 1Y | +20.1% | +21.3% | -1.3% | +9.4% |
| 3Y | +37.8% | +39.8% | -2.0% | +17.6% |
| All | -63.1% | +143.7% | -206.9% | -71.4% |
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