+308.8%
SPOT vs AR
+95.7%
+213.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.4% |
| 7D | -3.0% | +2.1% | -5.0% | -3.1% |
| 30D | +15.2% | +4.5% | +10.7% | +14.7% |
| 3M | +21.6% | +1.0% | +20.6% | +21.3% |
| 6M | +45.2% | +4.4% | +40.8% | +44.4% |
| YTD | +4.9% | +10.9% | -6.0% | +3.5% |
| 1Y | -4.8% | +8.6% | -13.3% | -5.9% |
| 3Y | +256.3% | +48.5% | +207.7% | +240.6% |
| 5Y | +120.2% | +95.7% | +24.4% | +105.1% |
| All | +308.8% | +95.7% | +213.0% | +353.8% |
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 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