-4.9%
DOW vs AR
+325.0%
-329.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -9.5% | -14.3% | +4.7% | -6.6% |
| 30D | +13.1% | +1.4% | +11.6% | +12.7% |
| 3M | +4.8% | +3.4% | +1.5% | +4.0% |
| 6M | -16.7% | -2.1% | -14.6% | -16.5% |
| YTD | +38.9% | +4.7% | +34.2% | +37.1% |
| 1Y | +48.3% | +10.6% | +37.7% | +44.6% |
| 3Y | -24.4% | +24.6% | -48.9% | -29.7% |
| 5Y | -29.2% | +71.9% | -101.1% | -40.7% |
| All | -4.9% | +325.0% | -329.8% | -46.2% |
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