+369.0%
ALL vs AR
+58.9%
+310.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -2.6% | +2.1% | -4.6% | -2.7% |
| 30D | +12.7% | +4.5% | +8.2% | +12.1% |
| 3M | +0.4% | +1.0% | -0.6% | +0.1% |
| 6M | +23.8% | +4.4% | +19.4% | +22.9% |
| YTD | +27.8% | +10.9% | +16.9% | +25.7% |
| 1Y | +28.9% | +8.6% | +20.3% | +26.9% |
| 3Y | +113.9% | +48.5% | +65.4% | +101.1% |
| 5Y | +157.4% | +95.7% | +61.6% | +132.0% |
| 10Y | +369.0% | +55.5% | +313.5% | +250.8% |
| All | +369.0% | +58.9% | +310.0% | +250.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling