+272.5%
RF vs AR
+44.3%
+228.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -0.9% | -14.3% | +13.3% | +2.3% |
| 30D | +6.0% | +1.4% | +4.6% | +5.5% |
| 3M | -8.9% | +3.4% | -12.3% | -10.0% |
| 6M | +2.3% | -2.1% | +4.4% | +1.9% |
| YTD | +7.6% | +4.7% | +2.9% | +4.6% |
| 1Y | +21.2% | +10.6% | +10.6% | +16.0% |
| 3Y | +108.5% | +24.6% | +83.9% | +88.4% |
| 5Y | +43.2% | +71.9% | -28.7% | +15.4% |
| All | +272.5% | +44.3% | +228.2% | +140.3% |
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