+31.8%
BA vs AR
+44.3%
-12.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.1% | -14.3% | +15.3% | +4.0% |
| 30D | -7.9% | +1.4% | -9.4% | -8.4% |
| 3M | -25.3% | +3.4% | -28.7% | -26.2% |
| 6M | -24.6% | -2.1% | -22.5% | -25.0% |
| YTD | -20.1% | +4.7% | -24.8% | -22.4% |
| 1Y | -11.8% | +10.6% | -22.3% | -15.5% |
| 3Y | -10.1% | +24.6% | -34.7% | -18.1% |
| 5Y | -22.7% | +71.9% | -94.6% | -37.3% |
| All | +31.8% | +44.3% | -12.6% | -30.7% |
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