+498.8%
MAR vs A
+302.9%
+195.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +13.8% | 0.0% | +13.8% | +13.6% |
| 3M | +20.3% | +16.7% | +3.6% | +11.7% |
| 6M | +21.3% | +54.8% | -33.5% | -2.2% |
| YTD | +37.2% | +28.8% | +8.4% | +20.0% |
| 1Y | +48.4% | +19.3% | +29.1% | +34.6% |
| 3Y | +120.1% | +65.5% | +54.6% | +63.9% |
| 5Y | +182.1% | +12.1% | +170.0% | +149.2% |
| All | +498.8% | +302.9% | +195.9% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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