+34.7%
D vs AR
+47.7%
-13.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.5% | +2.5% | -1.0% | +1.3% |
| 30D | -2.6% | +14.8% | -17.4% | -3.3% |
| 3M | 0.0% | +6.2% | -6.2% | -0.4% |
| 6M | +7.4% | +4.3% | +3.1% | +7.0% |
| YTD | +15.9% | +14.4% | +1.5% | +14.8% |
| 1Y | +18.1% | +21.3% | -3.2% | +16.6% |
| 3Y | +58.4% | +39.8% | +18.6% | +53.9% |
| 5Y | +5.2% | +142.1% | -136.9% | -1.1% |
| All | +34.7% | +47.7% | -13.0% | +3.0% |
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