+365.7%
ALL vs AR
+47.7%
+318.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | 0.0% | +2.5% | -2.5% | -0.2% |
| 30D | -1.5% | +14.8% | -16.3% | -2.8% |
| 3M | +23.6% | +6.2% | +17.4% | +22.8% |
| 6M | +22.3% | +4.3% | +18.1% | +21.5% |
| YTD | +26.5% | +14.4% | +12.2% | +24.3% |
| 1Y | +27.0% | +21.3% | +5.7% | +23.7% |
| 3Y | +149.6% | +39.8% | +109.8% | +136.3% |
| 5Y | +118.1% | +142.1% | -24.0% | +93.0% |
| All | +365.7% | +47.7% | +318.0% | +251.4% |
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