+340.0%
IR vs AR
+78.5%
+261.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +2.8% |
| 7D | +1.5% | -5.8% | +7.3% | +2.5% |
| 30D | +9.0% | +4.8% | +4.2% | +8.0% |
| 3M | -0.9% | +1.5% | -2.4% | -1.4% |
| 6M | +13.4% | +4.7% | +8.7% | +11.7% |
| YTD | +8.5% | +9.2% | -0.7% | +5.2% |
| 1Y | +11.3% | +11.2% | +0.1% | +7.4% |
| 3Y | +26.0% | +46.2% | -20.3% | +13.7% |
| 5Y | +47.9% | +98.1% | -50.2% | +22.6% |
| All | +340.0% | +78.5% | +261.5% | +284.7% |
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