+158.7%
CI vs AR
+44.3%
+114.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -1.6% | -14.3% | +12.7% | -0.2% |
| 30D | +5.4% | +1.4% | +4.0% | +5.2% |
| 3M | +7.3% | +3.4% | +3.9% | +6.7% |
| 6M | +5.3% | -2.1% | +7.4% | +5.2% |
| YTD | +8.5% | +4.7% | +3.8% | +7.4% |
| 1Y | +17.1% | +10.6% | +6.5% | +15.2% |
| 3Y | +1.4% | +24.6% | -23.2% | -3.0% |
| 5Y | +50.5% | +71.9% | -21.4% | +35.8% |
| All | +158.7% | +44.3% | +114.4% | +125.0% |
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