+256.4%
AR vs COMP
-52.8%
+309.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.5% | +1.5% |
| 7D | +6.4% | +8.9% | -2.5% | +5.6% |
| 30D | +3.1% | +14.0% | -10.8% | +1.7% |
| 3M | +3.3% | -21.1% | +24.4% | +4.8% |
| 6M | +6.6% | +20.1% | -13.5% | +3.4% |
| YTD | +12.3% | -5.0% | +17.3% | +10.3% |
| 1Y | +12.3% | +5.7% | +6.6% | +8.9% |
| 3Y | +50.4% | +412.2% | -361.8% | +14.4% |
| 5Y | +101.0% | -12.1% | +113.1% | +83.4% |
| All | +256.4% | -52.8% | +309.2% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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