+634.6%
P vs AR
+57.4%
+577.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +11.6% | +7.4% | +4.2% | +10.5% |
| 30D | -23.7% | +5.8% | -29.4% | -24.2% |
| 3M | -8.0% | +5.2% | -13.2% | -8.7% |
| 6M | +27.9% | +5.4% | +22.5% | +26.6% |
| YTD | +61.2% | +12.4% | +48.7% | +57.7% |
| 1Y | +28.6% | +12.8% | +15.8% | +25.3% |
| 3Y | +200.5% | +47.2% | +153.3% | +181.5% |
| 5Y | +282.9% | +101.1% | +181.8% | +236.7% |
| All | +634.6% | +57.4% | +577.3% | +538.2% |
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