+54.5%
AR vs A
+312.5%
-257.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.6% |
| 7D | -5.8% | +1.4% | -7.1% | -6.3% |
| 30D | +4.8% | +4.3% | +0.5% | +2.9% |
| 3M | +1.5% | +19.8% | -18.3% | -6.1% |
| 6M | +4.7% | +54.4% | -49.7% | -13.5% |
| YTD | +9.2% | +31.7% | -22.5% | -4.5% |
| 1Y | +11.2% | +22.4% | -11.3% | +0.2% |
| 3Y | +46.2% | +67.7% | -21.4% | +9.5% |
| 5Y | +98.1% | +15.7% | +82.3% | +73.6% |
| 10Y | +54.5% | +308.7% | -254.2% | -21.5% |
| All | +54.5% | +312.5% | -257.9% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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