+214.8%
B vs AR
+57.4%
+157.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -7.3% | +7.4% | -14.7% | -7.6% |
| 30D | -3.3% | +5.8% | -9.1% | -3.6% |
| 3M | -7.8% | +5.2% | -13.0% | -8.1% |
| 6M | -15.5% | +5.4% | -21.0% | -15.9% |
| YTD | -12.3% | +12.4% | -24.7% | -13.2% |
| 1Y | +5.4% | +12.8% | -7.4% | +4.3% |
| 3Y | +165.5% | +47.2% | +118.3% | +158.3% |
| 5Y | +107.0% | +101.1% | +5.9% | +100.6% |
| All | +214.8% | +57.4% | +157.5% | +249.5% |
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