+370.0%
ALL vs AR
+57.2%
+312.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | 0.0% | +6.4% | -6.4% | -0.6% |
| 30D | +12.8% | +3.1% | +9.7% | +12.4% |
| 3M | +4.7% | +3.3% | +1.4% | +4.2% |
| 6M | +24.9% | +6.6% | +18.4% | +23.8% |
| YTD | +30.0% | +12.3% | +17.7% | +27.7% |
| 1Y | +29.9% | +12.3% | +17.6% | +27.5% |
| 3Y | +117.5% | +50.4% | +67.1% | +104.3% |
| 5Y | +161.7% | +101.0% | +60.7% | +135.4% |
| All | +370.0% | +57.2% | +312.7% | +249.3% |
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