+374.8%
ALL vs AR
+44.3%
+330.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -4.4% |
| 7D | -1.9% | -14.3% | +12.3% | -0.5% |
| 30D | +13.8% | +1.4% | +12.3% | +13.5% |
| 3M | -7.0% | +3.4% | -10.4% | -7.5% |
| 6M | +18.0% | -2.1% | +20.1% | +17.9% |
| YTD | +24.2% | +4.7% | +19.5% | +22.9% |
| 1Y | +31.2% | +10.6% | +20.6% | +28.9% |
| 3Y | +107.5% | +24.6% | +82.9% | +98.6% |
| 5Y | +144.8% | +71.9% | +72.9% | +123.3% |
| All | +374.8% | +44.3% | +330.4% | +257.1% |
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