+186.7%
B vs AR
+44.3%
+142.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | +9.6% | -14.3% | +23.9% | +10.2% |
| 30D | +3.5% | +1.4% | +2.1% | +3.4% |
| 3M | -1.6% | +3.4% | -5.0% | -1.9% |
| 6M | -1.7% | -2.1% | +0.4% | -1.8% |
| YTD | -5.3% | +4.7% | -10.0% | -6.0% |
| 1Y | +27.2% | +10.6% | +16.6% | +25.9% |
| 3Y | +166.1% | +24.6% | +141.5% | +160.4% |
| 5Y | +136.5% | +71.9% | +64.6% | +130.0% |
| All | +186.7% | +44.3% | +142.3% | +216.5% |
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