+337.1%
IR vs AR
+83.6%
+253.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +4.2% | +6.4% | -2.2% | +3.2% |
| 30D | +8.1% | +3.1% | +4.9% | +7.3% |
| 3M | +0.7% | +3.3% | -2.6% | -0.2% |
| 6M | +16.6% | +6.6% | +10.0% | +14.5% |
| YTD | +7.8% | +12.3% | -4.6% | +4.1% |
| 1Y | +9.9% | +12.3% | -2.4% | +5.9% |
| 3Y | +25.2% | +50.4% | -25.3% | +12.4% |
| 5Y | +46.8% | +101.0% | -54.2% | +21.4% |
| All | +337.1% | +83.6% | +253.5% | +280.5% |
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