+5,892.0%
FIX vs AR
+52.0%
+5,839.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +6.0% | +2.5% | +3.5% | +5.6% |
| 30D | -7.2% | +14.8% | -22.0% | -9.6% |
| 3M | -15.9% | +6.2% | -22.1% | -17.1% |
| 6M | +12.7% | +4.3% | +8.5% | +10.8% |
| YTD | +72.8% | +14.4% | +58.4% | +66.6% |
| 1Y | +122.9% | +21.3% | +101.6% | +111.9% |
| 3Y | +774.3% | +39.8% | +734.5% | +708.7% |
| 5Y | +2,049.5% | +142.1% | +1,907.4% | +1,668.8% |
| All | +5,892.0% | +52.0% | +5,839.9% | +4,621.4% |
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