+200.6%
W vs AR
-32.1%
+232.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -7.7% |
| 7D | -5.6% | -11.7% | +6.1% | -3.6% |
| 30D | +7.5% | +1.8% | +5.7% | +6.8% |
| 3M | +5.4% | +6.0% | -0.6% | +3.5% |
| 6M | +79.4% | -7.0% | +86.4% | +79.0% |
| YTD | +12.9% | +5.6% | +7.3% | +8.9% |
| 1Y | +12.4% | +10.8% | +1.6% | +7.1% |
| 3Y | +128.5% | +19.3% | +109.2% | +111.5% |
| 5Y | -54.0% | +73.3% | -127.3% | -61.1% |
| 10Y | +248.8% | +47.6% | +201.2% | +112.1% |
| All | +200.6% | -32.1% | +232.6% | +67.0% |
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