+479.7%
NDAQ vs AR
+58.9%
+420.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.4% |
| 7D | 0.0% | +2.1% | -2.1% | -0.2% |
| 30D | +16.3% | +4.5% | +11.8% | +15.9% |
| 3M | +15.8% | +1.0% | +14.8% | +15.6% |
| 6M | +24.8% | +4.4% | +20.4% | +24.2% |
| YTD | +14.1% | +10.9% | +3.2% | +12.7% |
| 1Y | +26.5% | +8.6% | +18.0% | +25.1% |
| 3Y | +119.1% | +48.5% | +70.6% | +110.5% |
| 5Y | +70.9% | +95.7% | -24.8% | +59.9% |
| 10Y | +479.7% | +55.5% | +424.3% | +427.4% |
| All | +479.7% | +58.9% | +420.8% | +427.4% |
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