+49.6%
O vs AR
+47.7%
+1.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | -1.9% | +14.8% | -16.7% | -3.1% |
| 3M | +3.8% | +6.2% | -2.4% | +3.2% |
| 6M | -4.7% | +4.3% | -9.0% | -5.4% |
| YTD | +12.5% | +14.4% | -1.9% | +10.6% |
| 1Y | +10.8% | +21.3% | -10.5% | +8.2% |
| 3Y | +28.8% | +39.8% | -11.0% | +22.0% |
| 5Y | +13.2% | +142.1% | -128.9% | -0.7% |
| All | +49.6% | +47.7% | +1.9% | +5.3% |
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