-4.6%
RMD vs AR
+99.2%
-103.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +0.1% | +6.4% | -6.3% | -0.4% |
| 30D | +1.9% | +3.1% | -1.2% | +1.5% |
| 3M | +6.3% | +3.3% | +3.0% | +5.7% |
| 6M | +18.2% | +6.6% | +11.7% | +17.1% |
| YTD | +0.3% | +12.3% | -12.1% | -1.6% |
| 1Y | -4.3% | +12.3% | -16.6% | -6.1% |
| 3Y | +71.3% | +50.4% | +20.8% | +60.1% |
| All | -4.6% | +99.2% | -103.8% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling