+41.1%
AR vs BG
+171.4%
-130.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -1.3% | +3.7% | -5.0% | -3.2% |
| 30D | +3.5% | +12.3% | -8.8% | -2.5% |
| 3M | +9.9% | -2.2% | +12.1% | +10.3% |
| 6M | +4.5% | +5.3% | -0.8% | +0.7% |
| YTD | +13.7% | +42.4% | -28.7% | -6.6% |
| 1Y | +19.2% | +55.2% | -36.0% | -7.4% |
| 3Y | +46.2% | +21.0% | +25.2% | +26.4% |
| 5Y | +145.9% | +87.1% | +58.7% | +71.3% |
| All | +41.1% | +171.4% | -130.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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