+3,459.3%
FIX vs AR
+45.5%
+3,413.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.8% | -8.8% | -11.1% |
| 7D | -27.2% | -11.7% | -15.5% | -25.5% |
| 30D | -46.9% | +1.8% | -48.8% | -47.1% |
| 3M | -44.4% | +6.0% | -50.4% | -45.1% |
| 6M | -50.9% | -7.0% | -43.9% | -50.6% |
| YTD | +3.5% | +5.6% | -2.0% | +1.1% |
| 1Y | -2.1% | +10.8% | -12.9% | -5.4% |
| 3Y | +418.7% | +19.3% | +399.4% | +392.7% |
| 5Y | +894.6% | +73.3% | +821.2% | +761.7% |
| All | +3,459.3% | +45.5% | +3,413.8% | +2,822.2% |
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