-6.6%
RMD vs AR
+71.8%
-78.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +2.3% | -14.3% | +16.6% | +3.6% |
| 30D | +4.1% | +1.4% | +2.7% | +3.8% |
| 3M | +5.7% | +3.4% | +2.3% | +5.1% |
| 6M | +12.9% | -2.1% | +15.0% | +12.6% |
| YTD | -1.5% | +4.7% | -6.2% | -2.7% |
| 1Y | -4.8% | +10.6% | -15.3% | -6.6% |
| 3Y | +57.5% | +24.6% | +32.9% | +50.3% |
| All | -6.6% | +71.8% | -78.4% | -13.5% |
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