-53.7%
SMR vs AR
+65.6%
-119.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -8.3% | +7.4% | -15.6% | -10.9% |
| 30D | -20.1% | +5.8% | -25.8% | -22.1% |
| 3M | -52.7% | +5.2% | -57.9% | -54.0% |
| 6M | -61.0% | +5.4% | -66.5% | -62.8% |
| YTD | -67.1% | +12.4% | -79.5% | -70.3% |
| 1Y | -79.9% | +12.8% | -92.7% | -81.8% |
| 3Y | +101.7% | +47.2% | +54.5% | +69.7% |
| All | -53.7% | +65.6% | -119.2% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling