+77.5%
O vs AR
+57.2%
+20.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -0.4% | +6.4% | -6.8% | -0.9% |
| 30D | +8.3% | +3.1% | +5.2% | +7.9% |
| 3M | -4.0% | +3.3% | -7.3% | -4.4% |
| 6M | -2.6% | +6.6% | -9.2% | -3.5% |
| YTD | +9.9% | +12.3% | -2.4% | +8.1% |
| 1Y | +9.8% | +12.3% | -2.5% | +8.0% |
| 3Y | +39.7% | +50.4% | -10.7% | +31.4% |
| 5Y | +9.2% | +101.0% | -91.8% | -2.4% |
| All | +77.5% | +57.2% | +20.3% | +20.7% |
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