-19.3%
RMD vs AR
+143.7%
-163.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -5.0% | +2.5% | -7.5% | -5.2% |
| 30D | +2.2% | +14.8% | -12.6% | +1.0% |
| 3M | +17.8% | +6.2% | +11.6% | +17.1% |
| 6M | -11.3% | +4.3% | -15.6% | -11.9% |
| YTD | -4.4% | +14.4% | -18.8% | -6.0% |
| 1Y | -15.7% | +21.3% | -37.1% | -17.8% |
| 3Y | +47.7% | +39.8% | +7.9% | +40.4% |
| All | -19.3% | +143.7% | -163.0% | -21.8% |
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