+163.6%
W vs AR
-26.4%
+190.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | -4.2% | +2.5% | -6.7% | -4.7% |
| 30D | -7.6% | +14.8% | -22.4% | -10.1% |
| 3M | +37.2% | +6.2% | +30.9% | +34.6% |
| 6M | +26.3% | +4.3% | +22.0% | +23.5% |
| YTD | -1.0% | +14.4% | -15.3% | -5.4% |
| 1Y | +20.1% | +21.3% | -1.3% | +12.6% |
| 3Y | +37.8% | +39.8% | -2.0% | +24.0% |
| 5Y | -63.7% | +142.1% | -205.7% | -70.9% |
| 10Y | +156.3% | +52.0% | +104.3% | +55.2% |
| All | +163.6% | -26.4% | +190.0% | +45.1% |
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