+26.8%
PL vs AR
+304.5%
-277.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.5% |
| 7D | -6.8% | -14.3% | +7.4% | -4.0% |
| 30D | -29.3% | +1.4% | -30.7% | -29.6% |
| 3M | -44.8% | +3.4% | -48.1% | -45.3% |
| 6M | -68.4% | -2.1% | -66.3% | -68.4% |
| YTD | -36.4% | +4.7% | -41.1% | -37.7% |
| 1Y | +0.7% | +10.6% | -9.9% | -3.1% |
| 3Y | +455.3% | +24.6% | +430.7% | +412.4% |
| 5Y | +22.7% | +71.9% | -49.2% | +12.1% |
| All | +26.8% | +304.5% | -277.7% | +17.9% |
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