+82.7%
O vs AR
+52.4%
+30.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.4% | +0.5% |
| 7D | +3.5% | -5.8% | +9.3% | +4.0% |
| 30D | +10.4% | +4.8% | +5.6% | +9.9% |
| 3M | -2.4% | +1.5% | -3.9% | -2.7% |
| 6M | -1.2% | +4.7% | -5.9% | -1.9% |
| YTD | +10.4% | +9.2% | +1.2% | +8.9% |
| 1Y | +11.4% | +11.2% | +0.3% | +9.6% |
| 3Y | +40.4% | +46.2% | -5.9% | +32.3% |
| 5Y | +12.1% | +98.1% | -85.9% | +0.4% |
| 10Y | +82.7% | +54.5% | +28.2% | +24.8% |
| All | +82.7% | +52.4% | +30.3% | +24.8% |
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