+3,653.2%
FIX vs AR
+44.3%
+3,608.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.3% | +5.6% |
| 7D | -17.5% | -14.3% | -3.2% | -15.0% |
| 30D | -41.6% | +1.4% | -43.0% | -41.7% |
| 3M | -40.6% | +3.4% | -44.0% | -41.1% |
| 6M | -49.4% | -2.1% | -47.3% | -49.5% |
| YTD | +9.2% | +4.7% | +4.5% | +6.7% |
| 1Y | +6.5% | +10.6% | -4.1% | +2.9% |
| 3Y | +448.7% | +24.6% | +424.1% | +417.8% |
| 5Y | +948.7% | +71.9% | +876.8% | +809.9% |
| All | +3,653.2% | +44.3% | +3,608.9% | +2,985.7% |
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