+256.7%
AR vs COMP
-52.0%
+308.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +7.4% | 0.0% | +7.4% | +7.3% |
| 30D | +5.8% | +16.6% | -10.8% | +4.1% |
| 3M | +5.2% | -23.5% | +28.7% | +7.1% |
| 6M | +5.4% | +25.7% | -20.3% | +1.9% |
| YTD | +12.4% | -3.4% | +15.8% | +10.3% |
| 1Y | +12.8% | +7.6% | +5.2% | +9.2% |
| 3Y | +47.2% | +423.6% | -376.4% | +11.7% |
| 5Y | +101.1% | -10.6% | +111.7% | +83.3% |
| All | +256.7% | -52.0% | +308.7% | +265.9% |
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