+41.6%
D vs AR
+44.3%
-2.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | +3.0% | -14.3% | +17.2% | +3.7% |
| 30D | +11.5% | +1.4% | +10.1% | +11.4% |
| 3M | +3.7% | +3.4% | +0.4% | +3.5% |
| 6M | +13.5% | -2.1% | +15.6% | +13.5% |
| YTD | +20.7% | +4.7% | +16.0% | +20.1% |
| 1Y | +18.2% | +10.6% | +7.7% | +17.2% |
| 3Y | +73.3% | +24.6% | +48.7% | +69.4% |
| 5Y | +12.3% | +71.9% | -59.6% | +7.2% |
| All | +41.6% | +44.3% | -2.7% | +3.9% |
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