+72.5%
RMD vs AR
+48.6%
+23.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.1% | +7.4% | -5.3% | +1.8% |
| 30D | +2.1% | +5.8% | -3.7% | +1.7% |
| 3M | +6.2% | +5.2% | +1.0% | +5.8% |
| 6M | +19.4% | +5.4% | +13.9% | +18.8% |
| YTD | +0.5% | +12.4% | -11.9% | -0.7% |
| 1Y | -3.9% | +12.8% | -16.8% | -5.2% |
| 3Y | +72.5% | +47.2% | +25.4% | +72.9% |
| All | +72.5% | +48.6% | +23.9% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling