+354.4%
RMD vs AR
+57.2%
+297.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | +0.1% | +6.4% | -6.3% | -0.2% |
| 30D | +1.9% | +3.1% | -1.2% | +1.7% |
| 3M | +6.3% | +3.3% | +3.0% | +6.0% |
| 6M | +18.2% | +6.6% | +11.7% | +17.6% |
| YTD | +0.3% | +12.3% | -12.1% | -0.8% |
| 1Y | -4.3% | +12.3% | -16.6% | -5.3% |
| 3Y | +71.3% | +50.4% | +20.8% | +65.4% |
| 5Y | -1.8% | +101.0% | -102.8% | -7.0% |
| All | +354.4% | +57.2% | +297.1% | +368.1% |
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