+399.9%
RMD vs AR
-33.4%
+433.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +2.3% | -14.3% | +16.6% | +3.1% |
| 30D | +4.1% | +1.4% | +2.7% | +3.9% |
| 3M | +5.7% | +3.4% | +2.3% | +5.4% |
| 6M | +12.9% | -2.1% | +15.0% | +12.8% |
| YTD | -1.5% | +4.7% | -6.2% | -2.2% |
| 1Y | -4.8% | +10.6% | -15.3% | -5.7% |
| 3Y | +57.5% | +24.6% | +32.9% | +53.6% |
| 5Y | -5.5% | +71.9% | -77.4% | -10.1% |
| 10Y | +357.8% | +46.4% | +311.4% | +332.3% |
| All | +399.9% | -33.4% | +433.2% | +391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling