+53.6%
AA vs D
+42.1%
+11.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +4.8% | +0.8% | +4.0% | +4.5% |
| 30D | -0.6% | +10.7% | -11.4% | -3.9% |
| 3M | -16.3% | +2.3% | -18.5% | -17.0% |
| 6M | -33.4% | +12.5% | -45.9% | -36.1% |
| YTD | -20.7% | +20.1% | -40.8% | -25.6% |
| 1Y | +12.9% | +15.6% | -2.6% | +7.0% |
| 3Y | +75.7% | +75.2% | +0.5% | +42.3% |
| 5Y | -6.8% | +14.6% | -21.4% | -13.1% |
| 10Y | +53.6% | +43.8% | +9.9% | +49.3% |
| All | +53.6% | +42.1% | +11.5% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling