+200.5%
B vs AR
+48.7%
+151.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.2% |
| 7D | +11.3% | -10.5% | +21.9% | +11.8% |
| 30D | +2.9% | +1.3% | +1.7% | +2.8% |
| 3M | -2.9% | +4.8% | -7.6% | -3.2% |
| 6M | -1.2% | +1.2% | -2.4% | -1.5% |
| YTD | -1.3% | +5.5% | -6.8% | -2.1% |
| 1Y | +30.4% | +8.1% | +22.4% | +29.2% |
| 3Y | +195.3% | +38.8% | +156.4% | +187.9% |
| 5Y | +146.2% | +78.8% | +67.4% | +139.3% |
| 10Y | +200.5% | +46.4% | +154.1% | +231.5% |
| All | +200.5% | +48.7% | +151.8% | +231.5% |
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