+368.4%
ALL vs AR
+52.4%
+316.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.1% |
| 7D | -0.1% | -5.8% | +5.6% | +0.4% |
| 30D | +13.8% | +4.8% | +9.0% | +13.2% |
| 3M | -2.8% | +1.5% | -4.3% | -3.1% |
| 6M | +23.7% | +4.7% | +19.0% | +22.8% |
| YTD | +27.3% | +9.2% | +18.1% | +25.4% |
| 1Y | +30.5% | +11.2% | +19.4% | +28.2% |
| 3Y | +113.0% | +46.2% | +66.8% | +100.6% |
| 5Y | +157.6% | +98.1% | +59.5% | +132.0% |
| 10Y | +368.4% | +54.5% | +313.8% | +252.2% |
| All | +368.4% | +52.4% | +316.0% | +252.2% |
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