+207.2%
C vs AR
+57.2%
+149.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +4.7% | +6.4% | -1.7% | +3.5% |
| 30D | +0.2% | +3.1% | -2.9% | -0.6% |
| 3M | -9.3% | +3.3% | -12.6% | -10.3% |
| 6M | -0.8% | +6.6% | -7.4% | -2.9% |
| YTD | +8.5% | +12.3% | -3.8% | +4.1% |
| 1Y | +23.1% | +12.3% | +10.8% | +17.9% |
| 3Y | +220.8% | +50.4% | +170.3% | +182.4% |
| 5Y | +112.4% | +101.0% | +11.4% | +69.0% |
| All | +207.2% | +57.2% | +149.9% | +100.0% |
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