Portfolios
—
Avg Breach Rate
—
Target: ~1.00%
Avg GREEN Zone
—
Target: >80%
RED Zone Days
—
Target: 0
Portfolio Summary
| Portfolio | Days | Breaches | Breach Rate | Zone | Total P&L | Avg Capital | Avg RoRC | Switches |
|---|
Breach Rate by Portfolio
Basel Zone Distribution
Select a portfolio to view details
Method Usage Heatmap
Breach Rate vs GREEN Zone Coverage
ARIF Adaptive vs Benchmark — Per Portfolio
| Portfolio | Days | ARIF Adaptive | Benchmark | ARIF Advantage | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Breaches | Rate | Capital | RoRC | Breaches | Rate | Capital | RoRC | Capital Saved | RoRC Gain | ||
Breach Rate: ARIF vs Benchmark
Capital: ARIF vs Benchmark
RoRC: ARIF vs Benchmark
Regulatory Summary
| Portfolio | Days | Breaches | Breach Rate | GREEN % | YELLOW % | RED % |
|---|
Breach Register
| Portfolio | Date | P&L | VaR | Method |
|---|
Select a portfolio to drill down
Export Data
Master Summary:
Breach Register:
Regulatory Metrics:
Current Portfolio Daily:
(uses selected portfolio)
ARIF Backtest Report (PDF)
Full backtest report with charts, summaries, and SR 11-7 evidence:
Download PDF Report
Run Information
Run Directory:
Build Timestamp:
ARIF Version:
Git Commit: