+686.6%
P vs AR
+44.3%
+642.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +3.7% |
| 7D | -23.8% | -14.3% | -9.5% | -22.1% |
| 30D | -36.6% | +1.4% | -38.1% | -36.7% |
| 3M | +10.9% | +3.4% | +7.5% | +10.3% |
| 6M | +30.0% | -2.1% | +32.1% | +30.0% |
| YTD | +44.4% | +4.7% | +39.7% | +42.7% |
| 1Y | +3.9% | +10.6% | -6.6% | +1.5% |
| 3Y | +176.6% | +24.6% | +152.0% | +164.5% |
| 5Y | +249.3% | +71.9% | +177.4% | +213.1% |
| All | +686.6% | +44.3% | +642.3% | +604.7% |
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