+371.6%
ALL vs AR
+57.4%
+314.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +5.0% | +7.4% | -2.3% | +4.3% |
| 30D | +13.3% | +5.8% | +7.6% | +12.6% |
| 3M | +3.2% | +5.2% | -2.0% | +2.5% |
| 6M | +25.3% | +5.4% | +19.9% | +24.4% |
| YTD | +30.5% | +12.4% | +18.0% | +28.2% |
| 1Y | +29.2% | +12.8% | +16.4% | +26.8% |
| 3Y | +119.1% | +47.2% | +71.9% | +106.3% |
| 5Y | +162.6% | +101.1% | +61.5% | +136.2% |
| All | +371.6% | +57.4% | +314.3% | +250.5% |
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