+44.2%
AR vs BB
+3.7%
+40.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | +12.6% | -12.4% | +25.0% | +14.8% |
| 3M | +10.0% | -15.3% | +25.3% | +11.4% |
| 6M | +0.6% | +128.8% | -128.1% | -15.9% |
| YTD | +13.4% | +107.7% | -94.2% | -3.7% |
| 1Y | +21.7% | +103.9% | -82.2% | +3.0% |
| 3Y | +45.8% | +72.6% | -26.8% | +20.3% |
| 5Y | +144.3% | -24.3% | +168.5% | +127.3% |
| All | +44.2% | +3.7% | +40.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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