+3,121.8%
MAR vs AA
+38.7%
+3,083.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -1.6% |
| 7D | +0.2% | +4.8% | -4.6% | -1.3% |
| 30D | +14.0% | -0.6% | +14.7% | +14.0% |
| 3M | +18.1% | -16.3% | +34.4% | +23.5% |
| 6M | +18.6% | -33.4% | +52.0% | +30.8% |
| YTD | +35.3% | -20.7% | +56.0% | +38.0% |
| 1Y | +44.5% | +12.9% | +31.5% | +30.9% |
| 3Y | +120.7% | +75.7% | +45.0% | +59.3% |
| 5Y | +164.1% | -6.8% | +170.9% | +112.5% |
| 10Y | +515.5% | +53.6% | +461.9% | +234.1% |
| All | +3,121.8% | +38.7% | +3,083.2% | +1,363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 all: compounded portfolio wealth divided by compounded AA 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…
all analysis · Full analysis span regression · 6 months rolling