+3,214.7%
MAR vs AA
+36.1%
+3,178.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -0.6% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | +16.2% | -1.3% | +17.5% | +16.3% |
| 3M | +23.1% | -23.9% | +47.0% | +32.5% |
| 6M | +22.0% | -36.8% | +58.8% | +36.6% |
| YTD | +39.2% | -22.2% | +61.3% | +42.7% |
| 1Y | +48.3% | +10.4% | +37.9% | +35.3% |
| 3Y | +123.4% | +72.0% | +51.4% | +62.2% |
| 5Y | +185.4% | -15.6% | +201.0% | +138.1% |
| 10Y | +539.2% | +47.8% | +491.4% | +251.1% |
| All | +3,214.7% | +36.1% | +3,178.6% | +1,413.4% |
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