+672.3%
AU vs AR
+41.9%
+630.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | -4.3% | -2.5% | -1.8% | -4.1% |
| 30D | +7.3% | +2.5% | +4.8% | +7.2% |
| 3M | +26.3% | +12.3% | +14.0% | +25.5% |
| 6M | +1.8% | -3.1% | +4.9% | +1.6% |
| YTD | +26.8% | +11.5% | +15.3% | +25.3% |
| 1Y | +66.7% | +17.0% | +49.7% | +64.0% |
| 3Y | +579.1% | +47.3% | +531.8% | +555.3% |
| 5Y | +689.3% | +141.2% | +548.1% | +652.9% |
| All | +672.3% | +41.9% | +630.4% | +770.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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